The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ADVANCED MICRO DEVICES INC COM 007903107 260 5,725 SH   SOLE 2 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 201 1,031 SH   SOLE 2 0 0 0
ALPHABET INC CAP STK CL C 02079K107 1,323 1,138 SH   SOLE 2 0 0 0
ALPHABET INC CAP STK CL A 02079K305 969 834 SH   SOLE 2 0 0 0
ALTRIA GROUP INC COM 02209S103 328 8,486 SH   SOLE 2 0 0 0
AMAZON COM INC COM 023135106 7,204 3,695 SH   SOLE 2 0 0 0
AMERICAN EXPRESS CO COM 025816109 209 2,439 SH   SOLE 2 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 290 1,334 SH   SOLE 2 0 0 0
AMGEN INC COM 031162100 581 2,865 SH   SOLE 2 0 0 0
APPLE INC COM 037833100 6,550 25,759 SH   SOLE 2 0 0 0
ATMOS ENERGY CORP COM 049560105 290 2,918 SH   SOLE 2 0 0 0
BK OF AMERICA CORP COM 060505104 869 40,933 SH   SOLE 2 0 0 0
BANK OZK COM 06417N103 213 12,731 SH   SOLE 2 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,204 6,586 SH   SOLE 2 0 0 0
BLACKROCK INC COM 09247X101 297 676 SH   SOLE 2 0 0 0
BOEING CO COM 097023105 1,753 11,752 SH   SOLE 2 0 0 0
BROADCOM INC COM 11135F101 2,165 9,132 SH   SOLE 2 0 0 0
CME GROUP INC COM 12572Q105 219 1,264 SH   SOLE 2 0 0 0
CVS HEALTH CORP COM 126650100 361 6,086 SH   SOLE 2 0 0 0
CALAVO GROWERS INC COM 128246105 386 6,699 SH   SOLE 2 0 0 0
CATERPILLAR INC DEL COM 149123101 230 1,981 SH   SOLE 2 0 0 0
CENTERPOINT ENERGY INC COM 15189T107 319 20,669 SH   SOLE 2 0 0 0
CHEVRON CORP NEW COM 166764100 537 7,408 SH   SOLE 2 0 0 0
CISCO SYS INC COM 17275R102 937 23,843 SH   SOLE 2 0 0 0
CLOROX CO DEL COM 189054109 276 1,593 SH   SOLE 2 0 0 0
COMCAST CORP NEW CL A 20030N101 1,352 39,330 SH   SOLE 2 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 294 1,031 SH   SOLE 2 0 0 0
CURTISS WRIGHT CORP COM 231561101 264 2,860 SH   SOLE 2 0 0 0
DBX ETF TR XTRACK MSCI EAFE 233051200 326 12,181 PRN   SOLE 2 0 0 0
DISNEY WALT CO COM DISNEY 254687106 3,410 35,303 SH   SOLE 2 0 0 0
DOLLAR GEN CORP NEW COM 256677105 507 3,355 SH   SOLE 2 0 0 0
DUPONT DE NEMOURS INC COM 26614N102 314 9,219 SH   SOLE 2 0 0 0
EATON VANCE MUNI INCOME TRUS SH BEN INT 27826U108 223 18,606 PRN   SOLE 2 0 0 0
ECOLAB INC COM 278865100 745 4,781 SH   SOLE 2 0 0 0
EXXON MOBIL CORP COM 30231G102 1,741 45,862 SH   SOLE 2 0 0 0
FACEBOOK INC CL A 30303M102 1,431 8,577 SH   SOLE 2 0 0 0
FIDELITY COVINGTON TR MSCI HLTH CARE I 316092600 294 6,848 PRN   SOLE 2 0 0 0
FIDELITY COVINGTON TR MSCI UTILS INDEX 316092865 962 26,790 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED FD NY ARCA BIOTECH 33733E203 869 6,626 PRN   SOLE 2 0 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 1,283 46,335 PRN   SOLE 2 0 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 2,012 42,251 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE TRADED FD FINLS ALPHADEX 33734X135 618 29,216 PRN   SOLE 2 0 0 0
FIRST TR LARGE CAP GROWTH A COM SHS 33735K108 362 6,039 PRN   SOLE 2 0 0 0
AAON INC COM PAR $0.004 000360206 1,844 33,970 SH   SOLE   33,970 0 0
AAR CORP COM 000361105 571 27,617 SH   SOLE   27,617 0 0
ADMA BIOLOGICS INC COM 000899104 162 55,127 SH   DFND 1 55,127 0 0
ADMA BIOLOGICS INC COM 000899104 411 140,239 SH   SOLE   140,239 0 0
ABM INDS INC COM 000957100 2,024 55,771 SH   SOLE   55,771 0 0
AFLAC INC COM 001055102 13,532 375,573 SH   DFND 1 375,573 0 0
AFLAC INC COM 001055102 24,012 666,432 SH   SOLE   666,432 0 0
AGCO CORP COM 001084102 43,269 780,180 SH   DFND 1 780,180 0 0
AGCO CORP COM 001084102 48,036 866,144 SH   SOLE   866,144 0 0
AG MTG INVT TR INC COM 001228105 472 147,837 SH   SOLE   147,837 0 0
AG MTG INVT TR INC COM 001228105 202 63,216 SH   DFND 1 63,216 0 0
AGNC INVT CORP COM 00123Q104 3,504 271,625 SH   SOLE   271,625 0 0
AES CORP COM 00130H105 446 30,751 SH   SOLE   30,751 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 219 28,687 SH   SOLE   28,687 0 0
AMC NETWORKS INC CL A 00164V103 244 10,434 SH   DFND 1 10,434 0 0
AMC NETWORKS INC CL A 00164V103 760 32,479 SH   SOLE   32,479 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 361 84,232 SH   DFND 1 84,232 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 921 214,593 SH   SOLE   214,593 0 0
AMN HEALTHCARE SVCS INC COM 001744101 10,395 229,783 SH   DFND 1 229,783 0 0
AMN HEALTHCARE SVCS INC COM 001744101 15,390 340,185 SH   SOLE   340,185 0 0
ANI PHARMACEUTICALS INC COM 00182C103 257 7,947 SH   SOLE   7,947 0 0
ASGN INC COM 00191U102 34,835 522,423 SH   SOLE   522,423 0 0
ASGN INC COM 00191U102 20,842 312,570 SH   DFND 1 312,570 0 0
AT&T INC COM 00206R102 17,606 582,386 SH   SOLE   582,386 0 0
AT&T INC COM 00206R102 1,459 48,256 SH   DFND 1 48,256 0 0
ATN INTL INC COM 00215F107 551 9,096 SH   SOLE   9,096 0 0
AZZ INC COM 002474104 3,079 89,705 SH   DFND 1 89,705 0 0
AZZ INC COM 002474104 7,922 230,836 SH   SOLE   230,836 0 0
AARONS INC COM PAR $0.50 002535300 287 6,316 SH   DFND 1 6,316 0 0
AARONS INC COM PAR $0.50 002535300 1,579 34,779 SH   SOLE   34,779 0 0
ABBOTT LABS COM 002824100 4,656 50,927 SH   DFND 1 50,927 0 0
ABBOTT LABS COM 002824100 42,184 461,384 SH   SOLE   461,384 0 0
ABBVIE INC COM 00287Y109 1,002 10,205 SH   DFND 1 10,205 0 0
ABBVIE INC COM 00287Y109 10,918 111,203 SH   SOLE   111,203 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,212 113,912 SH   SOLE   113,912 0 0
ABERCROMBIE & FITCH CO CL A 002896207 261 24,510 SH   DFND 1 24,510 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 267 70,047 SH   SOLE   70,047 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 1,099 288,401 SH   DFND 1 288,401 0 0
ABIOMED INC COM 003654100 501 2,076 SH   SOLE   2,076 0 0
ABRAXAS PETE CORP COM 003830106 15 63,807 SH   DFND 1 63,807 0 0
ABRAXAS PETE CORP COM 003830106 49 211,374 SH   SOLE   211,374 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 300 11,926 SH   DFND 1 11,926 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,169 46,525 SH   SOLE   46,525 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,487 114,568 SH   SOLE   114,568 0 0
ACCELERON PHARMA INC COM 00434H108 864 9,072 SH   SOLE   9,072 0 0
ACCELERON PHARMA INC COM 00434H108 341 3,579 SH   DFND 1 3,579 0 0
ACI WORLDWIDE INC COM 004498101 864 32,029 SH   SOLE   32,029 0 0
ACTIVISION BLIZZARD INC COM 00507V109 28,422 374,470 SH   DFND 1 374,470 0 0
ACTIVISION BLIZZARD INC COM 00507V109 68,492 902,399 SH   SOLE   902,399 0 0
ACUITY BRANDS INC COM 00508Y102 1,050 10,966 SH   SOLE   10,966 0 0
ADAMS DIVERSIFIED EQUITY FD COM 006212104 907 60,800 SH   DFND 1 60,800 0 0
ADDUS HOMECARE CORP COM 006739106 1,049 11,330 SH   SOLE   11,330 0 0
ADOBE INC COM 00724F101 42,316 97,208 SH   DFND 1 97,208 0 0
ADOBE INC COM 00724F101 118,829 272,976 SH   SOLE   272,976 0 0
ADTALEM GLOBAL ED INC COM 00737L103 446 14,310 SH   SOLE   14,310 0 0
ADTRAN INC COM 00738A106 218 19,940 SH   DFND 1 19,940 0 0
ADTRAN INC COM 00738A106 991 90,686 SH   SOLE   90,686 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 451 3,169 SH   SOLE   3,169 0 0
AECOM COM 00766T100 466 12,404 SH   DFND 1 12,404 0 0
AECOM COM 00766T100 2,612 69,514 SH   SOLE   69,514 0 0
AEGION CORP COM 00770F104 1,110 69,939 SH   SOLE   69,939 0 0
AEGION CORP COM 00770F104 283 17,806 SH   DFND 1 17,806 0 0
ADVANSIX INC COM 00773T101 851 72,528 SH   SOLE   72,528 0 0
ADVANSIX INC COM 00773T101 283 24,123 SH   DFND 1 24,123 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 8,930 225,288 SH   SOLE   225,288 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 3,274 82,595 SH   DFND 1 82,595 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 2,077 1,298,000 SH   SOLE   1,298,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 1,155 722,000 SH   DFND 1 722,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 42,253 803,127 SH   DFND 1 803,127 0 0
ADVANCED MICRO DEVICES INC COM 007903107 46,039 875,105 SH   SOLE   875,105 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 25,294 3,850,000 SH   SOLE   3,850,000 0 0
ADVANCED ENERGY INDS COM 007973100 11,825 174,442 SH   SOLE   174,442 0 0
ADVANCED ENERGY INDS COM 007973100 7,408 109,283 SH   DFND 1 109,283 0 0
AEROVIRONMENT INC COM 008073108 1,439 18,076 SH   SOLE   18,076 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 973 13,049 SH   SOLE   13,049 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,908 44,219 SH   DFND 1 44,219 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,308 105,329 SH   SOLE   105,329 0 0
AGILYSYS INC COM 00847J105 5,918 329,865 SH   DFND 1 329,865 0 0
AGILYSYS INC COM 00847J105 8,025 447,302 SH   SOLE   447,302 0 0
AGILE THERAPEUTICS INC COM 00847L100 86 30,868 SH   DFND 1 30,868 0 0
AGILE THERAPEUTICS INC COM 00847L100 218 78,524 SH   SOLE   78,524 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 9,718 181,715 SH   SOLE   181,715 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 4,778 89,343 SH   DFND 1 89,343 0 0
AGREE REALTY CORP COM 008492100 32,179 489,716 SH   SOLE   489,716 0 0
AGREE REALTY CORP COM 008492100 13,874 211,138 SH   DFND 1 211,138 0 0
AIR LEASE CORP CL A 00912X302 15,776 538,600 SH   SOLE   538,600 0 0
AIR LEASE CORP CL A 00912X302 12,120 413,785 SH   DFND 1 413,785 0 0
AIR PRODS & CHEMS INC COM 009158106 2,466 10,214 SH   SOLE   10,214 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 9,558 10,150,000 SH   SOLE   10,150,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 73,942 690,465 SH   DFND 1 690,465 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 77,309 721,907 SH   SOLE   721,907 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 15,579 12,510,000 SH   SOLE   12,510,000 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 216 15,929 SH   DFND 1 15,929 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 550 40,525 SH   SOLE   40,525 0 0
ALAMO GROUP INC COM 011311107 835 8,140 SH   SOLE   8,140 0 0
ALARM COM HLDGS INC COM 011642105 2,301 35,504 SH   SOLE   35,504 0 0
ALASKA AIR GROUP INC COM 011659109 204 5,614 SH   SOLE   5,614 0 0
ALBANY INTL CORP CL A 012348108 1,509 25,696 SH   SOLE   25,696 0 0
ALBEMARLE CORP COM 012653101 380 4,918 SH   SOLE   4,918 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 693 56,878 SH   SOLE   56,878 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 56,177 346,239 SH   SOLE   346,239 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 40,770 251,278 SH   DFND 1 251,278 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 28,046 249,873 SH   SOLE   249,873 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 27,101 241,457 SH   DFND 1 241,457 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,420 62,218 SH   SOLE   62,218 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,441 90,128 SH   DFND 1 90,128 0 0
ALIGN TECHNOLOGY INC COM 016255101 55,676 202,871 SH   SOLE   202,871 0 0
ALIGN TECHNOLOGY INC COM 016255101 55,300 201,500 SH   DFND 1 201,500 0 0
ALLEGHANY CORP DEL COM 017175100 3,134 6,407 SH   DFND 1 6,407 0 0
ALLEGHANY CORP DEL COM 017175100 12,956 26,488 SH   SOLE   26,488 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 356 34,980 SH   SOLE   34,980 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 399 15,711 SH   SOLE   15,711 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,199 10,983 SH   SOLE   10,983 0 0
ALLETE INC COM NEW 018522300 2,988 54,714 SH   SOLE   54,714 0 0
ALLETE INC COM NEW 018522300 407 7,455 SH   DFND 1 7,455 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 28,353 628,395 SH   SOLE   628,395 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 26,982 598,003 SH   DFND 1 598,003 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 1,751 173,325 SH   DFND 1 173,325 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 378 37,381 SH   SOLE   37,381 0 0
ALLIANT ENERGY CORP COM 018802108 26,018 543,863 SH   SOLE   543,863 0 0
ALLIANT ENERGY CORP COM 018802108 25,714 537,505 SH   DFND 1 537,505 0 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 745 33,150 SH   DFND 1 33,150 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 1,528 136,690 SH   DFND 1 136,690 0 0
ALLIANZGI DIVIDEND INT & PRM COM 01883A107 476 42,564 SH   SOLE   42,564 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 921 136,057 SH   SOLE   136,057 0 0
ALLSTATE CORP COM 020002101 1,912 19,713 SH   SOLE   19,713 0 0
ALLY FINL INC COM 02005N100 36,578 1,844,594 SH   SOLE   1,844,594 0 0
ALLY FINL INC COM 02005N100 36,931 1,862,384 SH   DFND 1 1,862,384 0 0
ALPHABET INC CAP STK CL C 02079K107 69,954 49,486 SH   SOLE   49,486 0 0
ALPHABET INC CAP STK CL C 02079K107 26,443 18,706 SH   DFND 1 18,706 0 0
ALPHABET INC CAP STK CL A 02079K305 330,579 233,122 SH   SOLE   233,122 0 0
ALPHABET INC CAP STK CL A 02079K305 127,144 89,661 SH   DFND 1 89,661 0 0
ALTERYX INC COM CL A 02156B103 10,414 63,390 SH   SOLE   63,390 0 0
ALTERYX INC COM CL A 02156B103 5,224 31,800 SH   DFND 1 31,800 0 0
ALTRA INDL MOTION CORP COM 02208R106 64,263 2,017,052 SH   SOLE   2,017,052 0 0
ALTRA INDL MOTION CORP COM 02208R106 55,189 1,732,230 SH   DFND 1 1,732,230 0 0
ALTRIA GROUP INC COM 02209S103 7,557 192,529 SH   SOLE   192,529 0 0
AMAZON COM INC COM 023135106 260,546 94,441 SH   DFND 1 94,441 0 0
AMAZON COM INC COM 023135106 689,824 250,043 SH   SOLE   250,043 0 0
AMBAC FINL GROUP INC COM NEW 023139884 549 38,318 SH   SOLE   38,318 0 0
AMEDISYS INC COM 023436108 1,776 8,944 SH   SOLE   8,944 0 0
AMEREN CORP COM 023608102 956 13,591 SH   SOLE   13,591 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 211 16,622 SH   SOLE   16,622 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 303 23,879 SH   DFND 1 23,879 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,485 113,629 SH   SOLE   113,629 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 584 44,670 SH   DFND 1 44,670 0 0
AMERICAN ASSETS TR INC COM 024013104 1,997 71,714 SH   SOLE   71,714 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 719 94,655 SH   SOLE   94,655 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 18,343 524,687 SH   DFND 1 524,687 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 30,684 877,676 SH   SOLE   877,676 0 0
AMERICAN ELEC PWR CO INC COM 025537101 9,880 124,055 SH   SOLE   124,055 0 0
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 6,966 143,900 SH   SOLE   143,900 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 651 59,759 SH   DFND 1 59,759 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,872 171,754 SH   SOLE   171,754 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,480 100,348 SH   SOLE   100,348 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 230 9,314 SH   DFND 1 9,314 0 0
AMERICAN EXPRESS CO COM 025816109 25,654 269,477 SH   DFND 1 269,477 0 0
AMERICAN EXPRESS CO COM 025816109 65,325 686,190 SH   SOLE   686,190 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 9,703 152,906 SH   DFND 1 152,906 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 24,272 382,480 SH   SOLE   382,480 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 6,604 245,506 SH   SOLE   245,506 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,822 282,947 SH   DFND 1 282,947 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 16,090 516,050 SH   SOLE   516,050 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 567 19,145 SH   SOLE   19,145 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 2,943 2,950,000 SH   SOLE   2,950,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 225 14,268 SH   DFND 1 14,268 0 0
AMERICAN SOFTWARE INC CL A 029683109 459 29,108 SH   SOLE   29,108 0 0
AMER STATES WTR CO COM 029899101 2,428 30,874 SH   SOLE   30,874 0 0
AMERICAN TOWER CORP NEW COM 03027X100 27,324 105,687 SH   DFND 1 105,687 0 0
AMERICAN TOWER CORP NEW COM 03027X100 87,143 337,057 SH   SOLE   337,057 0 0
AMERICAN VANGUARD CORP COM 030371108 306 22,263 SH   SOLE   22,263 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,077 8,372 SH   SOLE   8,372 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 986 13,033 SH   SOLE   13,033 0 0
AMERICAS CAR MART INC COM 03062T105 458 5,208 SH   SOLE   5,208 0 0
AMERICOLD RLTY TR COM 03064D108 5,938 163,591 SH   SOLE   163,591 0 0
AMERISAFE INC COM 03071H100 988 16,157 SH   SOLE   16,157 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,664 16,516 SH   DFND 1 16,516 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,084 40,529 SH   SOLE   40,529 0 0
AMERIPRISE FINL INC COM 03076C106 1,917 12,776 SH   DFND 1 12,776 0 0
AMERIPRISE FINL INC COM 03076C106 4,756 31,696 SH   SOLE   31,696 0 0
AMERIS BANCORP COM 03076K108 1,855 78,627 SH   DFND 1 78,627 0 0
AMERIS BANCORP COM 03076K108 4,991 211,564 SH   SOLE   211,564 0 0
AMETEK INC COM 031100100 8,244 92,246 SH   DFND 1 92,246 0 0
AMETEK INC COM 031100100 38,537 431,211 SH   SOLE   431,211 0 0
AMGEN INC COM 031162100 22,386 94,912 SH   DFND 1 94,912 0 0
AMGEN INC COM 031162100 61,687 261,541 SH   SOLE   261,541 0 0
AMPHENOL CORP NEW CL A 032095101 54,330 567,063 SH   SOLE   567,063 0 0
AMPHENOL CORP NEW CL A 032095101 12,996 135,642 SH   DFND 1 135,642 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 634 28,228 SH   SOLE   28,228 0 0
ANALOG DEVICES INC COM 032654105 2,090 17,039 SH   SOLE   17,039 0 0
ANAPTYSBIO INC COM 032724106 604 27,037 SH   DFND 1 27,037 0 0
ANAPTYSBIO INC COM 032724106 1,564 70,030 SH   SOLE   70,030 0 0
ANAPLAN INC COM 03272L108 5,666 125,053 SH   DFND 1 125,053 0 0
ANAPLAN INC COM 03272L108 11,530 254,472 SH   SOLE   254,472 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 274 55,663 SH   SOLE   55,663 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 108 21,881 SH   DFND 1 21,881 0 0
ANDERSONS INC COM 034164103 508 36,905 SH   SOLE   36,905 0 0
ANGIODYNAMICS INC COM 03475V101 321 31,529 SH   SOLE   31,529 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 412 13,982 SH   SOLE   13,982 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR 035128206 565 19,170 SH   DFND 1 19,170 0 0
ANIKA THERAPEUTICS INC COM 035255108 448 11,887 SH   SOLE   11,887 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,394 212,473 SH   SOLE   212,473 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 66 10,050 SH   DFND 1 10,050 0 0
ANSYS INC COM 03662Q105 53,190 182,326 SH   DFND 1 182,326 0 0
ANSYS INC COM 03662Q105 59,407 203,638 SH   SOLE   203,638 0 0
ANTHEM INC COM 036752103 17,170 65,291 SH   SOLE   65,291 0 0
ANTHEM INC COM 036752103 8,751 33,277 SH   DFND 1 33,277 0 0
ANTERO MIDSTREAM CORP COM 03676B102 1,064 208,552 SH   DFND 1 208,552 0 0
ANTERO MIDSTREAM CORP COM 03676B102 2,748 538,872 SH   SOLE   538,872 0 0
APACHE CORP COM 037411105 837 62,025 SH   DFND 1 62,025 0 0
APACHE CORP COM 037411105 2,369 175,454 SH   SOLE   175,454 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 10,180 270,470 SH   SOLE   270,470 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 2,122 56,368 SH   DFND 1 56,368 0 0
APOGEE ENTERPRISES INC COM 037598109 508 22,030 SH   SOLE   22,030 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 1,175 119,740 SH   SOLE   119,740 0 0
APPLE INC COM 037833100 207,221 568,041 SH   DFND 1 568,041 0 0
APPLE INC COM 037833100 553,220 1,516,502 SH   SOLE   1,516,502 0 0
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APPLIED MATLS INC COM 038222105 2,562 42,387 SH   SOLE   42,387 0 0
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APTARGROUP INC COM 038336103 8,832 78,872 SH   SOLE   78,872 0 0
APTARGROUP INC COM 038336103 2,798 24,991 SH   DFND 1 24,991 0 0
ARBOR RLTY TR INC COM 038923108 1,127 122,000 SH   SOLE   122,000 0 0
ARCBEST CORP COM 03937C105 561 21,155 SH   SOLE   21,155 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,025 25,692 SH   SOLE   25,692 0 0
ARCHROCK INC COM 03957W106 2,321 357,607 SH   DFND 1 357,607 0 0
ARCHROCK INC COM 03957W106 6,143 946,458 SH   SOLE   946,458 0 0
ARCOSA INC COM 039653100 4,632 109,758 SH   DFND 1 109,758 0 0
ARCOSA INC COM 039653100 9,256 219,340 SH   SOLE   219,340 0 0
ARCONIC CORPORATION COM 03966V107 1,119 80,326 SH   SOLE   80,326 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,808 44,613 SH   SOLE   44,613 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,408 22,369 SH   DFND 1 22,369 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 3,444 3,500,000 SH   SOLE   3,500,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 213 219,000 SH   DFND 1 219,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 3,690 3,789,000 SH   SOLE   3,789,000 0 0
ARGENX SE SPONSORED ADR 04016X101 4,535 20,133 SH   SOLE   20,133 0 0
ARGENX SE SPONSORED ADR 04016X101 2,274 10,096 SH   DFND 1 10,096 0 0
ARISTA NETWORKS INC COM 040413106 518 2,465 SH   SOLE   2,465 0 0
ARLO TECHNOLOGIES INC COM 04206A101 168 65,310 SH   SOLE   65,310 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 367 36,856 SH   DFND 1 36,856 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 1,338 134,440 SH   SOLE   134,440 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 508 54,060 SH   SOLE   54,060 0 0
ARROW ELECTRS INC COM 042735100 1,493 21,731 SH   SOLE   21,731 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,214 28,114 SH   SOLE   28,114 0 0
ARTESIAN RESOURCES CORP CL A 043113208 804 22,150 SH   DFND 1 22,150 0 0
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ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,249 16,146 SH   SOLE   16,146 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 80 110,115 SH   DFND 1 110,115 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 184 254,436 SH   SOLE   254,436 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,154 16,700 SH   SOLE   16,700 0 0
ASPEN TECHNOLOGY INC COM 045327103 247 2,387 SH   SOLE   2,387 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 419 17,956 SH   SOLE   17,956 0 0
ASSOCIATED BANC CORP COM 045487105 2,881 210,618 SH   SOLE   210,618 0 0
ASSOCIATED BANC CORP COM 045487105 1,003 73,344 SH   DFND 1 73,344 0 0
ASSURANT INC COM 04621X108 282 2,735 SH   SOLE   2,735 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 2,684 25,800 SH   SOLE   25,800 0 0
ASTEC INDS INC COM 046224101 875 18,896 SH   SOLE   18,896 0 0
AT HOME GROUP INC COM 04650Y100 227 34,951 SH   DFND 1 34,951 0 0
AT HOME GROUP INC COM 04650Y100 577 88,915 SH   SOLE   88,915 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 220 15,083 SH   DFND 1 15,083 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 559 38,372 SH   SOLE   38,372 0 0
ATHENEX INC COM 04685N103 220 15,964 SH   SOLE   15,964 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 941 21,869 SH   SOLE   21,869 0 0
ATMOS ENERGY CORP COM 049560105 563 5,657 SH   SOLE   5,657 0 0
ATRION CORP COM 049904105 1,117 1,753 SH   SOLE   1,753 0 0
ATRION CORP COM 049904105 440 690 SH   DFND 1 690 0 0
AUTODESK INC COM 052769106 2,425 10,138 SH   SOLE   10,138 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 43,739 293,769 SH   SOLE   293,769 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,688 38,200 SH   DFND 1 38,200 0 0
AUTONATION INC COM 05329W102 598 15,924 SH   SOLE   15,924 0 0
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AUTOZONE INC COM 053332102 27,115 24,036 SH   SOLE   24,036 0 0
AVALARA INC COM 05338G106 14,681 110,308 SH   SOLE   110,308 0 0
AVALARA INC COM 05338G106 7,363 55,320 SH   DFND 1 55,320 0 0
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AVALONBAY CMNTYS INC COM 053484101 10,464 67,664 SH   DFND 1 67,664 0 0
AVANOS MED INC COM 05350V106 388 13,192 SH   SOLE   13,192 0 0
AVERY DENNISON CORP COM 053611109 3,722 32,625 SH   SOLE   32,625 0 0
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AVIS BUDGET GROUP COM 053774105 330 14,412 SH   DFND 1 14,412 0 0
AVIS BUDGET GROUP COM 053774105 1,012 44,204 SH   SOLE   44,204 0 0
AVISTA CORP COM 05379B107 2,513 69,057 SH   SOLE   69,057 0 0
AVNET INC COM 053807103 1,979 70,965 SH   SOLE   70,965 0 0
AVNET INC COM 053807103 481 17,233 SH   DFND 1 17,233 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 766 27,517 SH   SOLE   27,517 0 0
AVROBIO INC COM 05455M100 180 10,329 SH   SOLE   10,329 0 0
AXON ENTERPRISE INC COM 05464C101 1,703 17,355 SH   SOLE   17,355 0 0
AXSOME THERAPEUTICS INC COM 05464T104 713 8,667 SH   SOLE   8,667 0 0
AXSOME THERAPEUTICS INC COM 05464T104 280 3,407 SH   DFND 1 3,407 0 0
AXOS FINANCIAL INC COM 05465C100 959 43,442 SH   SOLE   43,442 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 4,224 120,311 SH   DFND 1 120,311 0 0
AXONICS MODULATION TECHNOLOG COM 05465P101 8,422 239,867 SH   SOLE   239,867 0 0
BBX CAP CORP NEW CL A 05491N104 52 20,301 SH   SOLE   20,301 0 0
B & G FOODS INC NEW COM 05508R106 1,762 72,280 SH   SOLE   72,280 0 0
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BJS WHSL CLUB HLDGS INC COM 05550J101 1,262 33,868 SH   DFND 1 33,868 0 0
BOK FINL CORP COM NEW 05561Q201 506 8,960 SH   DFND 1 8,960 0 0
BOK FINL CORP COM NEW 05561Q201 1,296 22,971 SH   SOLE   22,971 0 0
BP PLC SPONSORED ADR 055622104 28,518 1,222,917 SH   SOLE   1,222,917 0 0
BP PLC SPONSORED ADR 055622104 15,865 680,306 SH   DFND 1 680,306 0 0
BWX TECHNOLOGIES INC COM 05605H100 9,430 166,484 SH   SOLE   166,484 0 0
BWX TECHNOLOGIES INC COM 05605H100 4,524 79,878 SH   DFND 1 79,878 0 0
BADGER METER INC COM 056525108 1,533 24,371 SH   SOLE   24,371 0 0
BAIDU INC SPON ADR REP A 056752108 1,817 15,159 SH   SOLE   15,159 0 0
BAIDU INC SPON ADR REP A 056752108 2,633 21,959 SH   DFND 1 21,959 0 0
BAKER HUGHES COMPANY CL A 05722G100 466 30,294 SH   SOLE   30,294 0 0
BALCHEM CORP COM 057665200 2,881 30,367 SH   SOLE   30,367 0 0
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BALL CORP COM 058498106 44,547 641,050 SH   DFND 1 641,050 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 514 134,970 SH   DFND 1 134,970 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 356 93,348 SH   SOLE   93,348 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 673 41,060 SH   DFND 1 41,060 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 475 28,985 SH   SOLE   28,985 0 0
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BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 207 39,714 SH   DFND 1 39,714 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 611 26,852 SH   SOLE   26,852 0 0
BANDWIDTH INC COM CL A 05988J103 8,721 68,668 SH   DFND 1 68,668 0 0
BANDWIDTH INC COM CL A 05988J103 17,389 136,925 SH   SOLE   136,925 0 0
BANC OF CALIFORNIA INC COM 05990K106 401 37,010 SH   SOLE   37,010 0 0
BK OF AMERICA CORP COM 060505104 103,756 4,368,689 SH   SOLE   4,368,689 0 0
BK OF AMERICA CORP COM 060505104 53,712 2,261,540 SH   DFND 1 2,261,540 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 24,110 17,963 SH   SOLE   17,963 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 1,378 1,027 SH   DFND 1 1,027 0 0
BANK HAWAII CORP COM 062540109 680 11,069 SH   SOLE   11,069 0 0
BANK OF MARIN BANCORP COM 063425102 265 7,946 SH   DFND 1 7,946 0 0
BANK OF MARIN BANCORP COM 063425102 654 19,607 SH   SOLE   19,607 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,440 37,264 SH   SOLE   37,264 0 0
BANK OZK COM 06417N103 476 20,298 SH   DFND 1 20,298 0 0
BANK OZK COM 06417N103 1,754 74,720 SH   SOLE   74,720 0 0
BANKFINANCIAL CORP COM 06643P104 291 34,594 SH   DFND 1 34,594 0 0
BANKFINANCIAL CORP COM 06643P104 739 87,948 SH   SOLE   87,948 0 0
BANKUNITED INC COM 06652K103 919 45,388 SH   SOLE   45,388 0 0
BANKUNITED INC COM 06652K103 425 20,965 SH   DFND 1 20,965 0 0
BANNER CORP COM NEW 06652V208 5,505 144,877 SH   SOLE   144,877 0 0
BANNER CORP COM NEW 06652V208 1,963 51,661 SH   DFND 1 51,661 0 0
BARNES & NOBLE ED INC COM 06777U101 52 32,382 SH   SOLE   32,382 0 0
BARNES GROUP INC COM 067806109 1,570 39,688 SH   SOLE   39,688 0 0
BAUSCH HEALTH COS INC COM 071734107 21,651 1,183,758 SH   SOLE   1,183,758 0 0
BAUSCH HEALTH COS INC COM 071734107 21,862 1,195,275 SH   DFND 1 1,195,275 0 0
BAXTER INTL INC COM 071813109 8,000 92,919 SH   SOLE   92,919 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 352 34,986 SH   DFND 1 34,986 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 844 83,810 SH   SOLE   83,810 0 0
BECTON DICKINSON & CO COM 075887109 1,863 7,788 SH   DFND 1 7,788 0 0
BECTON DICKINSON & CO COM 075887109 17,205 71,907 SH   SOLE   71,907 0 0
BED BATH & BEYOND INC COM 075896100 1,308 123,375 SH   DFND 1 123,375 0 0
BED BATH & BEYOND INC COM 075896100 4,097 386,525 SH   SOLE   386,525 0 0
BELDEN INC COM 077454106 344 10,570 SH   SOLE   10,570 0 0
BENCHMARK ELECTRS INC COM 08160H101 1,451 67,189 SH   DFND 1 67,189 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,053 187,633 SH   SOLE   187,633 0 0
BERKLEY W R CORP COM 084423102 371 6,475 SH   SOLE   6,475 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5,124 28,706 SH   DFND 1 28,706 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 53,271 298,418 SH   SOLE   298,418 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 398 36,125 SH   SOLE   36,125 0 0
BEST BUY INC COM 086516101 918 10,515 SH   SOLE   10,515 0 0
BIG LOTS INC COM 089302103 3,318 78,988 SH   SOLE   78,988 0 0
BIG LOTS INC COM 089302103 806 19,180 SH   DFND 1 19,180 0 0
BIO RAD LABS INC CL A 090572207 2,332 5,166 SH   DFND 1 5,166 0 0
BIO RAD LABS INC CL A 090572207 5,301 11,742 SH   SOLE   11,742 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,334 27,027 SH   SOLE   27,027 0 0
BIOGEN INC COM 09062X103 28,820 107,717 SH   SOLE   107,717 0 0
BIOGEN INC COM 09062X103 15,807 59,079 SH   DFND 1 59,079 0 0
BIOTELEMETRY INC COM 090672106 1,292 28,580 SH   SOLE   28,580 0 0
BIO-TECHNE CORP COM 09073M104 11,065 41,902 SH   DFND 1 41,902 0 0
BIO-TECHNE CORP COM 09073M104 25,654 97,150 SH   SOLE   97,150 0 0
BJS RESTAURANTS INC COM 09180C106 1,187 56,677 SH   SOLE   56,677 0 0
BJS RESTAURANTS INC COM 09180C106 335 15,984 SH   DFND 1 15,984 0 0
BLACK HILLS CORP COM 092113109 1,086 19,163 SH   DFND 1 19,163 0 0
BLACK HILLS CORP COM 092113109 3,888 68,612 SH   SOLE   68,612 0 0
BLACKBAUD INC COM 09227Q100 782 13,707 SH   SOLE   13,707 0 0
BLACKLINE INC COM 09239B109 14,865 179,295 SH   DFND 1 179,295 0 0
BLACKLINE INC COM 09239B109 24,422 294,562 SH   SOLE   294,562 0 0
BLACKROCK INC COM 09247X101 4,987 9,166 SH   DFND 1 9,166 0 0
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BLACKROCK CORE BD TR SHS BEN INT 09249E101 1,159 75,393 SH   DFND 1 75,393 0 0
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BLACKROCK CR ALLOCATION INCO COM 092508100 296 22,453 SH   SOLE   22,453 0 0
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BLACKROCK CAP INVT CORP NOTE 5.000% 6/1 092533AC2 1,581 1,800,000 SH   SOLE   1,800,000 0 0
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BLACKSTONE MTG TR INC COM CL A 09257W100 599 24,850 SH   DFND 1 24,850 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,142 47,397 SH   SOLE   47,397 0 0
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BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 6,858 7,500,000 SH   SOLE   7,500,000 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 1,968 136,565 SH   DFND 1 136,565 0 0
BLACKROCK MULTI-SECTOR INC T COM 09258A107 404 28,067 SH   SOLE   28,067 0 0
BLOOM ENERGY CORP COM CL A 093712107 216 19,839 SH   SOLE   19,839 0 0
BLOOMIN BRANDS INC COM 094235108 116 10,919 SH   DFND 1 10,919 0 0
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BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 88 34,514 SH   SOLE   34,514 0 0
BOEING CO COM 097023105 17,969 98,032 SH   SOLE   98,032 0 0
BOEING CO COM 097023105 7,453 40,660 SH   DFND 1 40,660 0 0
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BOISE CASCADE CO DEL COM 09739D100 8,637 229,635 SH   DFND 1 229,635 0 0
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BOSTON SCIENTIFIC CORP COM 101137107 2,300 65,516 SH   SOLE   65,516 0 0
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BRADY CORP CL A 104674106 1,898 40,530 SH   SOLE   40,530 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,554 142,706 SH   SOLE   142,706 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 7,919 772,610 SH   DFND 1 772,610 0 0
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BRINKS CO COM 109696104 635 13,946 SH   SOLE   13,946 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 6,153 104,645 SH   SOLE   104,645 0 0
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BROOKS AUTOMATION INC NEW COM 114340102 2,731 61,738 SH   SOLE   61,738 0 0
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CBIZ INC COM 124805102 3,011 125,603 SH   DFND 1 125,603 0 0
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CF INDS HLDGS INC COM 125269100 13,941 495,431 SH   DFND 1 495,431 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 492 6,219 SH   SOLE   6,219 0 0
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CIT GROUP INC COM NEW 125581801 1,067 51,449 SH   DFND 1 51,449 0 0
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CRA INTL INC COM 12618T105 562 14,227 SH   DFND 1 14,227 0 0
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DR REDDYS LABS LTD ADR 256135203 508 9,587 SH   SOLE   9,587 0 0
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EHEALTH INC COM 28238P109 2,106 21,439 SH   SOLE   21,439 0 0
8X8 INC NEW COM 282914100 1,388 86,750 SH   SOLE   86,750 0 0
EL PASO ELEC CO COM NEW 283677854 2,284 34,096 SH   SOLE   34,096 0 0
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EMCOR GROUP INC COM 29084Q100 6,735 101,826 SH   DFND 1 101,826 0 0
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ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 421 172,407 SH   DFND 1 172,407 0 0
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ENSIGN GROUP INC COM 29358P101 1,767 42,229 SH   SOLE   42,229 0 0
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ESCO TECHNOLOGIES INC COM 296315104 1,842 21,793 SH   SOLE   21,793 0 0
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ETSY INC COM 29786A106 63,348 596,325 SH   DFND 1 596,325 0 0
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EVERCORE INC CLASS A 29977A105 9,505 161,315 SH   DFND 1 161,315 0 0
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F N B CORP COM 302520101 670 89,295 SH   SOLE   89,295 0 0
FTI CONSULTING INC COM 302941109 1,174 10,248 SH   SOLE   10,248 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 2,021 1,591,000 SH   DFND 1 1,591,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 19,547 15,389,000 SH   SOLE   15,389,000 0 0
FACEBOOK INC CL A 30303M102 50,573 222,719 SH   DFND 1 222,719 0 0
FACEBOOK INC CL A 30303M102 154,633 680,992 SH   SOLE   680,992 0 0
FACTSET RESH SYS INC COM 303075105 3,441 10,477 SH   SOLE   10,477 0 0
FAIR ISAAC CORP COM 303250104 1,291 3,089 SH   DFND 1 3,089 0 0
FAIR ISAAC CORP COM 303250104 6,629 15,857 SH   SOLE   15,857 0 0
FARMLAND PARTNERS INC COM 31154R109 140 20,395 SH   DFND 1 20,395 0 0
FARMLAND PARTNERS INC COM 31154R109 364 53,084 SH   SOLE   53,084 0 0
FARO TECHNOLOGIES INC COM 311642102 795 14,831 SH   SOLE   14,831 0 0
FASTENAL CO COM 311900104 1,135 26,493 SH   SOLE   26,493 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 313 4,883 SH   DFND 1 4,883 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 734 11,470 SH   SOLE   11,470 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,603 30,549 SH   SOLE   30,549 0 0
FEDERAL SIGNAL CORP COM 313855108 1,499 50,425 SH   SOLE   50,425 0 0
FEDERATED HERMES INC CL B 314211103 628 26,489 SH   SOLE   26,489 0 0
FEDEX CORP COM 31428X106 1,546 11,022 SH   SOLE   11,022 0 0
FERRO CORP COM 315405100 822 68,839 SH   SOLE   68,839 0 0
F5 NETWORKS INC COM 315616102 1,842 13,205 SH   DFND 1 13,205 0 0
F5 NETWORKS INC COM 315616102 5,913 42,390 SH   SOLE   42,390 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,799 28,332 SH   SOLE   28,332 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 108 16,971 SH   SOLE   16,971 0 0
FIFTH THIRD BANCORP COM 316773100 1,310 67,942 SH   SOLE   67,942 0 0
FIFTH THIRD BANCORP COM 316773100 333 17,295 SH   DFND 1 17,295 0 0
FINANCIAL INSTNS INC COM 317585404 1,748 93,924 SH   SOLE   93,924 0 0
FINANCIAL INSTNS INC COM 317585404 690 37,098 SH   DFND 1 37,098 0 0
FIRST AMERN FINL CORP COM 31847R102 1,369 28,503 SH   DFND 1 28,503 0 0
FIRST AMERN FINL CORP COM 31847R102 4,843 100,851 SH   SOLE   100,851 0 0
FIRST BANCORP P R COM NEW 318672706 1,021 182,602 SH   SOLE   182,602 0 0
FIRST BUSEY CORP COM NEW 319383204 3,865 207,228 SH   SOLE   207,228 0 0
FIRST BUSEY CORP COM NEW 319383204 1,492 80,027 SH   DFND 1 80,027 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,403 15,808 SH   SOLE   15,808 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,774 6,849 SH   DFND 1 6,849 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 680 82,141 SH   SOLE   82,141 0 0
FIRST FINL BANCORP OH COM 320209109 1,139 81,998 SH   SOLE   81,998 0 0
FIRST FINL BANKSHARES COM 32020R109 1,134 39,240 SH   SOLE   39,240 0 0
FIRST FINL CORP IND COM 320218100 2,570 69,758 SH   SOLE   69,758 0 0
FIRST FINL CORP IND COM 320218100 1,064 28,877 SH   DFND 1 28,877 0 0
FIRST HORIZON NATL CORP COM 320517105 858 86,149 SH   SOLE   86,149 0 0
FIRST INDL RLTY TR INC COM 32054K103 19,475 506,623 SH   SOLE   506,623 0 0
FIRST INDL RLTY TR INC COM 32054K103 5,588 145,373 SH   DFND 1 145,373 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 20,878 674,338 SH   SOLE   674,338 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 14,953 482,983 SH   DFND 1 482,983 0 0
FIRST LONG IS CORP COM 320734106 223 13,625 SH   SOLE   13,625 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 611 45,736 SH   DFND 1 45,736 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 2,829 211,945 SH   SOLE   211,945 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,208 30,263 SH   DFND 1 30,263 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,665 110,061 SH   SOLE   110,061 0 0
FIRST SOLAR INC COM 336433107 1,043 21,064 SH   SOLE   21,064 0 0
FIRSTCASH INC COM 33767D105 772 11,447 SH   SOLE   11,447 0 0
FIRSTSERVICE CORP NEW COM 33767E202 7,444 73,890 SH   SOLE   73,890 0 0
FIRSTSERVICE CORP NEW COM 33767E202 3,735 37,071 SH   DFND 1 37,071 0 0
FISERV INC COM 337738108 2,671 27,363 SH   SOLE   27,363 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 852 28,965 SH   SOLE   28,965 0 0
FIRSTENERGY CORP COM 337932107 16,471 424,736 SH   DFND 1 424,736 0 0
FIRSTENERGY CORP COM 337932107 30,910 797,069 SH   SOLE   797,069 0 0
FIVE BELOW INC COM 33829M101 36,074 337,424 SH   SOLE   337,424 0 0
FIVE BELOW INC COM 33829M101 18,556 173,567 SH   DFND 1 173,567 0 0
FIVE9 INC COM 338307101 7,291 65,884 SH   DFND 1 65,884 0 0
FIVE9 INC COM 338307101 17,073 154,271 SH   SOLE   154,271 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 967 3,843 SH   SOLE   3,843 0 0
FLUOR CORP NEW COM 343412102 856 70,878 SH   DFND 1 70,878 0 0
FLUOR CORP NEW COM 343412102 2,337 193,467 SH   SOLE   193,467 0 0
FLOWERS FOODS INC COM 343498101 1,189 53,185 SH   SOLE   53,185 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 585 9,436 SH   DFND 1 9,436 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 412 6,639 SH   SOLE   6,639 0 0
FOOT LOCKER INC COM 344849104 3,498 119,943 SH   SOLE   119,943 0 0
FOOT LOCKER INC COM 344849104 1,226 42,061 SH   DFND 1 42,061 0 0
FORD MTR CO DEL COM 345370860 1,089 179,128 SH   SOLE   179,128 0 0
FORMFACTOR INC COM 346375108 1,870 63,749 SH   SOLE   63,749 0 0
FORRESTER RESH INC COM 346563109 2,133 66,574 SH   DFND 1 66,574 0 0
FORRESTER RESH INC COM 346563109 5,124 159,939 SH   SOLE   159,939 0 0
FORTINET INC COM 34959E109 852 6,210 SH   SOLE   6,210 0 0
FORTIVE CORP COM 34959J108 201 2,974 SH   DFND 1 2,974 0 0
FORTIVE CORP COM 34959J108 1,103 16,298 SH   SOLE   16,298 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 447 455,000 SH   DFND 1 455,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 12,665 12,895,000 SH   SOLE   12,895,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 413 6,462 SH   SOLE   6,462 0 0
FORWARD AIR CORP COM 349853101 1,167 23,416 SH   SOLE   23,416 0 0
FOSSIL GROUP INC COM 34988V106 504 108,480 SH   SOLE   108,480 0 0
FOSSIL GROUP INC COM 34988V106 127 27,259 SH   DFND 1 27,259 0 0
FOUNDATION BLDG MATLS INC COM 350392106 231 14,826 SH   SOLE   14,826 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 5,075 208,008 SH   SOLE   208,008 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,132 46,394 SH   DFND 1 46,394 0 0
FOX CORP CL A COM 35137L105 421 15,713 SH   SOLE   15,713 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,835 34,320 SH   SOLE   34,320 0 0
FRANCO NEV CORP COM 351858105 735 5,266 SH   SOLE   5,266 0 0
FRANKLIN ELEC INC COM 353514102 1,684 32,071 SH   SOLE   32,071 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 293 11,364 SH   SOLE   11,364 0 0
FRANKLIN RESOURCES INC COM 354613101 269 12,830 SH   SOLE   12,830 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 78 15,383 SH   DFND 1 15,383 0 0
FRANKLIN STR PPTYS CORP COM 35471R106 671 131,860 SH   SOLE   131,860 0 0
FREEPORT-MCMORAN INC CL B 35671D857 770 66,584 SH   SOLE   66,584 0 0
FUELCELL ENERGY INC COM 35952H601 479 212,099 SH   SOLE   212,099 0 0
FUELCELL ENERGY INC COM 35952H601 188 83,117 SH   DFND 1 83,117 0 0
FULLER H B CO COM 359694106 1,920 43,051 SH   SOLE   43,051 0 0
FULTON FINL CORP PA COM 360271100 471 44,694 SH   SOLE   44,694 0 0
FUTUREFUEL CORP COM 36116M106 258 21,630 SH   SOLE   21,630 0 0
GATX CORP COM 361448103 588 9,646 SH   SOLE   9,646 0 0
GEO GROUP INC NEW COM 36162J106 397 33,525 SH   SOLE   33,525 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 839 45,167 SH   SOLE   45,167 0 0
GDS HLDGS LTD SPONSORED ADS 36165L108 1,814 22,770 SH   SOLE   22,770 0 0
G III APPAREL GROUP LTD COM 36237H101 850 63,944 SH   SOLE   63,944 0 0
G III APPAREL GROUP LTD COM 36237H101 144 10,803 SH   DFND 1 10,803 0 0
GMS INC COM 36251C103 871 35,423 SH   SOLE   35,423 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,132 42,383 SH   DFND 1 42,383 0 0
GALLAGHER ARTHUR J & CO COM 363576109 23,657 242,658 SH   SOLE   242,658 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,168 33,765 SH   DFND 1 33,765 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 4,504 130,178 SH   SOLE   130,178 0 0
GAMESTOP CORP NEW CL A 36467W109 391 90,140 SH   DFND 1 90,140 0 0
GAMESTOP CORP NEW CL A 36467W109 1,136 261,799 SH   SOLE   261,799 0 0
GANNETT CO INC COM 36472T109 954 691,006 SH   SOLE   691,006 0 0
GANNETT CO INC COM 36472T109 335 242,536 SH   DFND 1 242,536 0 0
GAP INC COM 364760108 758 60,066 SH   SOLE   60,066 0 0
GAP INC COM 364760108 312 24,698 SH   DFND 1 24,698 0 0
GARRETT MOTION INC COM 366505105 809 146,032 SH   SOLE   146,032 0 0
GARRETT MOTION INC COM 366505105 225 40,628 SH   DFND 1 40,628 0 0
GARTNER INC COM 366651107 3,790 31,237 SH   SOLE   31,237 0 0
GARTNER INC COM 366651107 1,107 9,124 SH   DFND 1 9,124 0 0
GEE HOLDINGS COM 36165A102 195 496,145 SH   SOLE   496,145 0 0
GENERAC HLDGS INC COM 368736104 2,491 20,432 SH   DFND 1 20,432 0 0
GENERAC HLDGS INC COM 368736104 7,251 59,468 SH   SOLE   59,468 0 0
GENERAL DYNAMICS CORP COM 369550108 24,419 163,384 SH   DFND 1 163,384 0 0
GENERAL DYNAMICS CORP COM 369550108 58,747 393,061 SH   SOLE   393,061 0 0
GENERAL ELECTRIC CO COM 369604103 2,740 401,120 SH   SOLE   401,120 0 0
GENERAL MLS INC COM 370334104 1,728 28,033 SH   SOLE   28,033 0 0
GENERAL MTRS CO COM 37045V100 1,461 57,751 SH   SOLE   57,751 0 0
GENESCO INC COM 371532102 253 11,675 SH   SOLE   11,675 0 0
GENTEX CORP COM 371901109 1,743 67,644 SH   SOLE   67,644 0 0
GENUINE PARTS CO COM 372460105 9,860 113,390 SH   SOLE   113,390 0 0
GENUINE PARTS CO COM 372460105 3,894 44,778 SH   DFND 1 44,778 0 0
GENWORTH FINL INC COM CL A 37247D106 321 139,036 SH   SOLE   139,036 0 0
GENTHERM INC COM 37253A103 1,061 27,286 SH   SOLE   27,286 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 86 11,424 SH   SOLE   11,424 0 0
GERDAU SA SPON ADR REP PFD 373737105 542 182,995 SH   DFND 1 182,995 0 0
GERDAU SA SPON ADR REP PFD 373737105 381 128,747 SH   SOLE   128,747 0 0
GETTY RLTY CORP NEW COM 374297109 549 18,504 SH   DFND 1 18,504 0 0
GETTY RLTY CORP NEW COM 374297109 2,234 75,283 SH   SOLE   75,283 0 0
GIBRALTAR INDS INC COM 374689107 1,302 27,127 SH   SOLE   27,127 0 0
GILEAD SCIENCES INC COM 375558103 7,920 102,932 SH   DFND 1 102,932 0 0
GILEAD SCIENCES INC COM 375558103 36,135 469,649 SH   SOLE   469,649 0 0
GLACIER BANCORP INC NEW COM 37637Q105 7,416 210,141 SH   SOLE   210,141 0 0
GLACIER BANCORP INC NEW COM 37637Q105 5,019 142,222 SH   DFND 1 142,222 0 0
GLATFELTER COM 377316104 595 37,090 SH   SOLE   37,090 0 0
GLAUKOS CORP COM 377322102 1,280 33,319 SH   SOLE   33,319 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 23,426 574,317 SH   SOLE   574,317 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 13,939 341,734 SH   DFND 1 341,734 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 639 10,129 SH   SOLE   10,129 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 251 3,982 SH   DFND 1 3,982 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,253 74,883 SH   SOLE   74,883 0 0
GLOBAL PMTS INC COM 37940X102 22,280 131,355 SH   SOLE   131,355 0 0
GLOBAL PMTS INC COM 37940X102 9,672 57,021 SH   DFND 1 57,021 0 0
GLOBUS MED INC CL A 379577208 997 20,902 SH   SOLE   20,902 0 0
GLOBE LIFE INC COM 37959E102 461 6,207 SH   SOLE   6,207 0 0
GLU MOBILE INC COM 379890106 1,021 110,153 SH   SOLE   110,153 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 143 15,184 SH   SOLE   15,184 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 203 21,604 SH   DFND 1 21,604 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,645 38,687 SH   DFND 1 38,687 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,221 82,082 SH   SOLE   82,082 0 0
GOLDMAN SACHS BDC INC NOTE 4.500% 4/0 38147UAB3 1,426 1,440,000 SH   SOLE   1,440,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 372 41,568 SH   DFND 1 41,568 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,384 154,735 SH   SOLE   154,735 0 0
GORMAN RUPP CO COM 383082104 879 28,271 SH   DFND 1 28,271 0 0
GORMAN RUPP CO COM 383082104 2,024 65,131 SH   SOLE   65,131 0 0
GRACE W R & CO DEL NEW COM 38388F108 758 14,912 SH   SOLE   14,912 0 0
GRACE W R & CO DEL NEW COM 38388F108 305 5,997 SH   DFND 1 5,997 0 0
GRACO INC COM 384109104 2,212 46,087 SH   SOLE   46,087 0 0
GRAHAM HLDGS CO COM CL B 384637104 405 1,181 SH   SOLE   1,181 0 0
GRAINGER W W INC COM 384802104 685 2,179 SH   SOLE   2,179 0 0
GRAN TIERRA ENERGY INC COM 38500T101 34 98,973 SH   DFND 1 98,973 0 0
GRAN TIERRA ENERGY INC COM 38500T101 70 201,909 SH   SOLE   201,909 0 0
GRAND CANYON ED INC COM 38526M106 908 10,029 SH   DFND 1 10,029 0 0
GRAND CANYON ED INC COM 38526M106 3,034 33,518 SH   SOLE   33,518 0 0
GRANITE CONSTR INC COM 387328107 749 39,140 SH   SOLE   39,140 0 0
GRANITE PT MTG TR INC COM STK 38741L107 1,823 253,964 SH   SOLE   253,964 0 0
GRANITE PT MTG TR INC COM STK 38741L107 599 83,373 SH   DFND 1 83,373 0 0
GREAT SOUTHN BANCORP INC COM 390905107 6,109 151,369 SH   SOLE   151,369 0 0
GREAT SOUTHN BANCORP INC COM 390905107 2,492 61,754 SH   DFND 1 61,754 0 0
GREAT WESTN BANCORP INC COM 391416104 742 53,948 SH   DFND 1 53,948 0 0
GREAT WESTN BANCORP INC COM 391416104 2,275 165,352 SH   SOLE   165,352 0 0
GREEN DOT CORP CL A 39304D102 2,002 40,797 SH   SOLE   40,797 0 0
GREEN PLAINS INC COM 393222104 285 27,927 SH   SOLE   27,927 0 0
GREENBRIER COS INC COM 393657101 622 27,344 SH   SOLE   27,344 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 13,089 15,905,000 SH   SOLE   15,905,000 0 0
GREENHILL & CO INC COM 395259104 123 12,263 SH   SOLE   12,263 0 0
GREIF INC CL A 397624107 251 7,304 SH   SOLE   7,304 0 0
GRIFFON CORP COM 398433102 669 36,128 SH   SOLE   36,128 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 717 17,572 SH   SOLE   17,572 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 943 14,301 SH   SOLE   14,301 0 0
GRUBHUB INC COM 400110102 1,786 25,402 SH   SOLE   25,402 0 0
GUARDANT HEALTH INC COM 40131M109 12,700 156,543 SH   DFND 1 156,543 0 0
GUARDANT HEALTH INC COM 40131M109 27,020 333,049 SH   SOLE   333,049 0 0
GUESS INC COM 401617105 356 36,803 SH   SOLE   36,803 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 7,674 69,231 SH   DFND 1 69,231 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 15,596 140,692 SH   SOLE   140,692 0 0
GULFPORT ENERGY CORP COM NEW 402635304 133 121,804 SH   SOLE   121,804 0 0
HCA HEALTHCARE INC COM 40412C101 23,990 247,166 SH   SOLE   247,166 0 0
HCA HEALTHCARE INC COM 40412C101 13,140 135,380 SH   DFND 1 135,380 0 0
HCI GROUP INC COM 40416E103 244 5,275 SH   SOLE   5,275 0 0
HNI CORP COM 404251100 360 11,785 SH   SOLE   11,785 0 0
HMS HLDGS CORP COM 40425J101 2,397 74,004 SH   SOLE   74,004 0 0
HP INC COM 40434L105 1,153 66,135 SH   SOLE   66,135 0 0
HAEMONETICS CORP COM 405024100 1,247 13,919 SH   SOLE   13,919 0 0
HAIN CELESTIAL GROUP INC COM 405217100 54,946 1,743,754 SH   DFND 1 1,743,754 0 0
HAIN CELESTIAL GROUP INC COM 405217100 55,480 1,760,714 SH   SOLE   1,760,714 0 0
HALLIBURTON CO COM 406216101 10,649 820,437 SH   SOLE   820,437 0 0
HALLIBURTON CO COM 406216101 6,004 462,539 SH   DFND 1 462,539 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 18,684 696,913 SH   SOLE   696,913 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 12,935 482,465 SH   DFND 1 482,465 0 0
HAMILTON LANE INC CL A 407497106 13,056 193,789 SH   SOLE   193,789 0 0
HAMILTON LANE INC CL A 407497106 8,107 120,337 SH   DFND 1 120,337 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 871 41,073 SH   DFND 1 41,073 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 2,521 118,924 SH   SOLE   118,924 0 0
HANCOCK JOHN PFD INCOME FD I COM 41013X106 550 30,520 SH   DFND 1 30,520 0 0
HANCOCK JOHN PFD INCOME FD I COM 41021P103 632 40,300 SH   DFND 1 40,300 0 0
HANESBRANDS INC COM 410345102 182 16,095 SH   SOLE   16,095 0 0
HANGER INC COM NEW 41043F208 524 31,633 SH   SOLE   31,633 0 0
HANMI FINL CORP COM NEW 410495204 329 33,901 SH   SOLE   33,901 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 762 659,000 SH   DFND 1 659,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 7,602 6,576,000 SH   SOLE   6,576,000 0 0
HANOVER INS GROUP INC COM 410867105 20,643 203,721 SH   SOLE   203,721 0 0
HANOVER INS GROUP INC COM 410867105 3,512 34,662 SH   DFND 1 34,662 0 0
HARLEY DAVIDSON INC COM 412822108 1,007 42,371 SH   SOLE   42,371 0 0
HARMONIC INC COM 413160102 384 80,839 SH   SOLE   80,839 0 0
HARSCO CORP COM 415864107 892 66,028 SH   SOLE   66,028 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 43,600 1,130,993 SH   SOLE   1,130,993 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 32,185 834,894 SH   DFND 1 834,894 0 0
HASBRO INC COM 418056107 442 5,894 SH   SOLE   5,894 0 0
HAVERTY FURNITURE INC COM 419596101 231 14,454 SH   SOLE   14,454 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 601 16,654 SH   DFND 1 16,654 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,310 64,057 SH   SOLE   64,057 0 0
HAWAIIAN HOLDINGS INC COM 419879101 540 38,461 SH   SOLE   38,461 0 0
HAWKINS INC COM 420261109 336 7,891 SH   SOLE   7,891 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 245 10,488 SH   SOLE   10,488 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 503 20,557 SH   SOLE   20,557 0 0
HEALTHCARE RLTY TR COM 421946104 5,122 174,865 SH   SOLE   174,865 0 0
HEALTHCARE RLTY TR COM 421946104 818 27,935 SH   DFND 1 27,935 0 0
HEALTHSTREAM INC COM 42222N103 842 38,065 SH   SOLE   38,065 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 6,425 242,283 SH   SOLE   242,283 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,085 40,930 SH   DFND 1 40,930 0 0
HEALTH CATALYST INC COM 42225T107 2,319 79,502 SH   DFND 1 79,502 0 0
HEALTH CATALYST INC COM 42225T107 4,621 158,412 SH   SOLE   158,412 0 0
HEALTHEQUITY INC COM 42226A107 1,157 19,723 SH   SOLE   19,723 0 0
HEARTLAND EXPRESS INC COM 422347104 808 38,813 SH   SOLE   38,813 0 0
HEARTLAND FINL USA INC COM 42234Q102 17,753 530,893 SH   SOLE   530,893 0 0
HEARTLAND FINL USA INC COM 42234Q102 13,599 406,661 SH   DFND 1 406,661 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 9,632 349,502 SH   SOLE   349,502 0 0
HECLA MNG CO COM 422704106 597 182,504 SH   SOLE   182,504 0 0
HECLA MNG CO COM 422704106 234 71,636 SH   DFND 1 71,636 0 0
HEICO CORP NEW COM 422806109 33,748 338,666 SH   SOLE   338,666 0 0
HEICO CORP NEW COM 422806109 34,076 341,961 SH   DFND 1 341,961 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 349 16,141 SH   SOLE   16,141 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 12,165 326,590 SH   SOLE   326,590 0 0
HELIOS TECHNOLOGIES INC COM 42328H109 9,344 250,841 SH   DFND 1 250,841 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 414 119,279 SH   SOLE   119,279 0 0
HELMERICH & PAYNE INC COM 423452101 6,021 308,593 SH   DFND 1 308,593 0 0
HELMERICH & PAYNE INC COM 423452101 11,114 569,672 SH   SOLE   569,672 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 213 21,660 SH   SOLE   21,660 0 0
HENRY JACK & ASSOC INC COM 426281101 1,890 10,269 SH   DFND 1 10,269 0 0
HENRY JACK & ASSOC INC COM 426281101 18,678 101,492 SH   SOLE   101,492 0 0
HERITAGE COMMERCE CORP COM 426927109 7,683 1,023,684 SH   DFND 1 1,023,684 0 0
HERITAGE COMMERCE CORP COM 426927109 10,376 1,382,578 SH   SOLE   1,382,578 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1,120 1,150,000 SH   SOLE   1,150,000 0 0
HERITAGE FINL CORP WASH COM 42722X106 766 38,298 SH   SOLE   38,298 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 60 10,440 SH   DFND 1 10,440 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 346 60,028 SH   SOLE   60,028 0 0
HERSHEY CO COM 427866108 19,927 153,734 SH   SOLE   153,734 0 0
HESKA CORP COM RESTRC NEW 42805E306 659 7,075 SH   SOLE   7,075 0 0
HESS CORP COM 42809H107 626 12,080 SH   SOLE   12,080 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 579 59,485 SH   SOLE   59,485 0 0
HEXCEL CORP NEW COM 428291108 1,043 23,064 SH   SOLE   23,064 0 0
HIBBETT SPORTS INC COM 428567101 290 13,838 SH   SOLE   13,838 0 0
HIGHWOODS PPTYS INC COM 431284108 3,497 93,688 SH   SOLE   93,688 0 0
HILL ROM HLDGS INC COM 431475102 4,065 37,027 SH   DFND 1 37,027 0 0
HILL ROM HLDGS INC COM 431475102 11,525 104,982 SH   SOLE   104,982 0 0
HILLENBRAND INC COM 431571108 1,693 62,541 SH   SOLE   62,541 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 942 12,824 SH   SOLE   12,824 0 0
HOLOGIC INC COM 436440101 681 11,944 SH   SOLE   11,944 0 0
HOME BANCSHARES INC COM 436893200 653 42,427 SH   SOLE   42,427 0 0
HOME DEPOT INC COM 437076102 57,932 231,258 SH   DFND 1 231,258 0 0
HOME DEPOT INC COM 437076102 180,299 719,726 SH   SOLE   719,726 0 0
HOMESTREET INC COM 43785V102 482 19,583 SH   SOLE   19,583 0 0
HOMETRUST BANCSHARES INC COM 437872104 1,997 124,843 SH   SOLE   124,843 0 0
HOMETRUST BANCSHARES INC COM 437872104 778 48,610 SH   DFND 1 48,610 0 0
HONEYWELL INTL INC COM 438516106 109,663 758,443 SH   SOLE   758,443 0 0
HONEYWELL INTL INC COM 438516106 38,684 267,546 SH   DFND 1 267,546 0 0
HOOKER FURNITURE CORP COM 439038100 281 14,456 SH   SOLE   14,456 0 0
HOPE BANCORP INC COM 43940T109 951 103,114 SH   SOLE   103,114 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 1,396 1,700,000 SH   SOLE   1,700,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,269 34,562 SH   SOLE   34,562 0 0
HORIZON BANCORP INC COM 440407104 686 64,144 SH   DFND 1 64,144 0 0
HORIZON BANCORP INC COM 440407104 1,711 160,087 SH   SOLE   160,087 0 0
HORMEL FOODS CORP COM 440452100 6,210 128,644 SH   SOLE   128,644 0 0
HOST HOTELS & RESORTS INC COM 44107P104 33,118 3,069,279 SH   SOLE   3,069,279 0 0
HOST HOTELS & RESORTS INC COM 44107P104 25,364 2,350,697 SH   DFND 1 2,350,697 0 0
HOULIHAN LOKEY INC CL A 441593100 5,380 96,701 SH   SOLE   96,701 0 0
HOULIHAN LOKEY INC CL A 441593100 3,929 70,608 SH   DFND 1 70,608 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 562 24,025 SH   SOLE   24,025 0 0
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 220 9,391 SH   DFND 1 9,391 0 0
HOWMET AEROSPACE INC COM 443201108 280 17,656 SH   SOLE   17,656 0 0
HUB GROUP INC CL A 443320106 1,343 28,064 SH   SOLE   28,064 0 0
HUBBELL INC COM 443510607 11,731 93,578 SH   SOLE   93,578 0 0
HUBBELL INC COM 443510607 4,295 34,259 SH   DFND 1 34,259 0 0
HUDSON PAC PPTYS INC COM 444097109 288 11,443 SH   DFND 1 11,443 0 0
HUDSON PAC PPTYS INC COM 444097109 6,134 243,809 SH   SOLE   243,809 0 0
HUMANA INC COM 444859102 22,082 56,950 SH   DFND 1 56,950 0 0
HUMANA INC COM 444859102 53,121 136,999 SH   SOLE   136,999 0 0
HUNT J B TRANS SVCS INC COM 445658107 535 4,445 SH   SOLE   4,445 0 0
HUNTINGTON BANCSHARES INC COM 446150104 420 46,510 SH   SOLE   46,510 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 29,685 170,126 SH   DFND 1 170,126 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 30,986 177,579 SH   SOLE   177,579 0 0
IAC INTERACTIVECORP COM 44919P508 695 2,149 SH   DFND 1 2,149 0 0
IAC INTERACTIVECORP COM 44919P508 1,980 6,122 SH   SOLE   6,122 0 0
ICF INTL INC COM 44925C103 1,620 24,996 SH   SOLE   24,996 0 0
ICF INTL INC COM 44925C103 636 9,804 SH   DFND 1 9,804 0 0
ICU MED INC COM 44930G107 1,069 5,800 SH   SOLE   5,800 0 0
IPG PHOTONICS CORP COM 44980X109 261 1,629 SH   SOLE   1,629 0 0
ISTAR INC COM 45031U101 127 10,340 SH   DFND 1 10,340 0 0
ISTAR INC COM 45031U101 3,811 309,296 SH   SOLE   309,296 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 114 107,000 SH   DFND 1 107,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 9,226 8,668,000 SH   SOLE   8,668,000 0 0
ITT INC COM 45073V108 1,400 23,840 SH   SOLE   23,840 0 0
IAMGOLD CORP COM 450913108 769 194,562 SH   SOLE   194,562 0 0
IAMGOLD CORP COM 450913108 2,084 527,562 SH   DFND 1 527,562 0 0
IDACORP INC COM 451107106 17,226 197,156 SH   SOLE   197,156 0 0
IDACORP INC COM 451107106 1,256 14,378 SH   DFND 1 14,378 0 0
IDEX CORP COM 45167R104 13,801 87,324 SH   DFND 1 87,324 0 0
IDEX CORP COM 45167R104 34,377 217,522 SH   SOLE   217,522 0 0
IDEXX LABS INC COM 45168D104 2,491 7,544 SH   SOLE   7,544 0 0
IDEXX LABS INC COM 45168D104 587 1,777 SH   DFND 1 1,777 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,473 8,422 SH   DFND 1 8,422 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,611 37,808 SH   SOLE   37,808 0 0
ILLUMINA INC COM 452327109 2,952 7,971 SH   SOLE   7,971 0 0
ILLUMINA INC COM 452327109 526 1,420 SH   DFND 1 1,420 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 119 80,000 SH   DFND 1 80,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 9,104 6,120,000 SH   SOLE   6,120,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 3,258 3,000,000 SH   SOLE   3,000,000 0 0
IMMUNOGEN INC COM 45253H101 403 87,548 SH   DFND 1 87,548 0 0
IMMUNOGEN INC COM 45253H101 921 200,156 SH   SOLE   200,156 0 0
IMMUNOMEDICS INC COM 452907108 934 26,362 SH   DFND 1 26,362 0 0
IMMUNOMEDICS INC COM 452907108 2,384 67,270 SH   SOLE   67,270 0 0
INCYTE CORP COM 45337C102 860 8,274 SH   SOLE   8,274 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 911 79,272 SH   SOLE   79,272 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,849 27,567 SH   SOLE   27,567 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 2,307 155,386 SH   SOLE   155,386 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 953 64,165 SH   DFND 1 64,165 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,241 30,623 SH   SOLE   30,623 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 618 30,083 SH   DFND 1 30,083 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2,442 118,818 SH   SOLE   118,818 0 0
INFOSYS LTD SPONSORED ADR 456788108 656 67,872 SH   DFND 1 67,872 0 0
INFOSYS LTD SPONSORED ADR 456788108 456 47,245 SH   SOLE   47,245 0 0
INGERSOLL RAND INC COM 45687V106 6,291 223,711 SH   SOLE   223,711 0 0
INGERSOLL RAND INC COM 45687V106 3,464 123,184 SH   DFND 1 123,184 0 0
INGEVITY CORP COM 45688C107 2,311 43,956 SH   SOLE   43,956 0 0
INGEVITY CORP COM 45688C107 729 13,862 SH   DFND 1 13,862 0 0
INGREDION INC COM 457187102 1,538 18,527 SH   SOLE   18,527 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,452 29,517 SH   SOLE   29,517 0 0
INSMED INC COM PAR $.01 457669307 717 26,032 SH   SOLE   26,032 0 0
INSMED INC COM PAR $.01 457669307 282 10,232 SH   DFND 1 10,232 0 0
INNOSPEC INC COM 45768S105 9,458 122,436 SH   SOLE   122,436 0 0
INNOSPEC INC COM 45768S105 3,399 44,006 SH   DFND 1 44,006 0 0
INPHI CORP COM 45772F107 7,096 60,394 SH   SOLE   60,394 0 0
INPHI CORP COM 45772F107 3,560 30,300 SH   DFND 1 30,300 0 0
INSPIRE MED SYS INC COM 457730109 5,204 59,798 SH   DFND 1 59,798 0 0
INSPIRE MED SYS INC COM 457730109 10,381 119,298 SH   SOLE   119,298 0 0
INSTEEL INDUSTRIES INC COM 45774W108 292 15,335 SH   SOLE   15,335 0 0
INSPERITY INC COM 45778Q107 652 10,066 SH   SOLE   10,066 0 0
INOGEN INC COM 45780L104 544 15,302 SH   SOLE   15,302 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,218 17,705 SH   SOLE   17,705 0 0
INNOVIVA INC COM 45781M101 782 55,972 SH   SOLE   55,972 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,058 12,023 SH   DFND 1 12,023 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 3,736 42,441 SH   SOLE   42,441 0 0
INSULET CORP COM 45784P101 6,596 33,956 SH   DFND 1 33,956 0 0
INSULET CORP COM 45784P101 13,606 70,042 SH   SOLE   70,042 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 914 19,453 SH   SOLE   19,453 0 0
INTEL CORP COM 458140100 20,911 349,501 SH   SOLE   349,501 0 0
INTEL CORP COM 458140100 3,159 52,794 SH   DFND 1 52,794 0 0
INTEGER HLDGS CORP COM 45826H109 2,008 27,483 SH   SOLE   27,483 0 0
INTER PARFUMS INC COM 458334109 712 14,780 SH   SOLE   14,780 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 32,332 774,054 SH   SOLE   774,054 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 26,788 641,331 SH   DFND 1 641,331 0 0
INTERFACE INC COM 458665304 531 65,292 SH   SOLE   65,292 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,924 53,751 SH   SOLE   53,751 0 0
INTERDIGITAL INC COM 45867G101 1,949 34,412 SH   SOLE   34,412 0 0
INTERDIGITAL INC COM 45867G101 719 12,703 SH   DFND 1 12,703 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 589 18,382 SH   DFND 1 18,382 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 2,017 62,983 SH   SOLE   62,983 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,390 11,507 SH   DFND 1 11,507 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,998 74,504 SH   SOLE   74,504 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 604 4,933 SH   SOLE   4,933 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 6,175 139,396 SH   SOLE   139,396 0 0
INTL PAPER CO COM 460146103 635 18,024 SH   SOLE   18,024 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,630 153,244 SH   SOLE   153,244 0 0
INTERPUBLIC GROUP COS INC COM 460690100 950 55,348 SH   DFND 1 55,348 0 0
INTL FCSTONE INC COM 46116V105 752 13,673 SH   SOLE   13,673 0 0
INTUIT COM 461202103 37,063 125,134 SH   DFND 1 125,134 0 0
INTUIT COM 461202103 103,781 350,386 SH   SOLE   350,386 0 0
INVACARE CORP COM 461203101 184 28,809 SH   SOLE   28,809 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 82,336 144,492 SH   SOLE   144,492 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 33,512 58,810 SH   DFND 1 58,810 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 566 151,428 SH   SOLE   151,428 0 0
INVESCO SR INCOME TR COM 46131H107 91 26,226 SH   SOLE   26,226 0 0
INVESCO SR INCOME TR COM 46131H107 753 217,699 SH   DFND 1 217,699 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 1,866 209,672 SH   DFND 1 209,672 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 282 31,728 SH   SOLE   31,728 0 0
INVESCO EXCHANGE-TRADED FD T SR LN ETF 46138G508 36,292 1,699,845 SH   DFND 1 1,699,845 0 0
INVESCO EXCHANGE-TRADED FD T SR LN ETF 46138G508 36,798 1,723,571 SH   SOLE   1,723,571 0 0
INVESCO EXCHANGE-TRADED FD T VAR RATE PFD 46138G870 1,017 43,400 SH   DFND 1 43,400 0 0
INVESCO EXCHANGE-TRADED FD T VAR RATE PFD 46138G870 761 32,500 SH   SOLE   32,500 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 2,460 34,895 SH   SOLE   34,895 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 715 10,147 SH   DFND 1 10,147 0 0
INVITAE CORP COM 46185L103 716 23,625 SH   SOLE   23,625 0 0
INVITAE CORP COM 46185L103 281 9,286 SH   DFND 1 9,286 0 0
INVITATION HOMES INC COM 46187W107 12,173 442,159 SH   SOLE   442,159 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 386 14,080 SH   DFND 1 14,080 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 983 35,817 SH   SOLE   35,817 0 0
IQVIA HLDGS INC COM 46266C105 3,175 22,380 SH   DFND 1 22,380 0 0
IQVIA HLDGS INC COM 46266C105 10,408 73,359 SH   SOLE   73,359 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,084 81,901 SH   SOLE   81,901 0 0
IROBOT CORP COM 462726100 1,958 23,339 SH   SOLE   23,339 0 0
IRON MTN INC NEW COM 46284V101 348 13,315 SH   SOLE   13,315 0 0
ISHARES TR IBOXX INV CP ETF 464287242 20,848 155,000 SH   SOLE   155,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 21,163 157,345 SH   DFND 1 157,345 0 0
ISHARES TR RUS MID CAP ETF 464287499 50,455 941,328 SH   DFND 1 941,328 0 0
ISHARES TR RUS MID CAP ETF 464287499 21,159 394,760 SH   SOLE   394,760 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 7,839 54,750 SH   DFND 1 54,750 0 0
ISHARES TR CORE S&P SCP ETF 464287804 16,203 237,269 SH   SOLE   237,269 0 0
ISHARES TR JPMORGAN USD EMG 464288281 28,397 260,000 SH   SOLE   260,000 0 0
ISHARES TR JPMORGAN USD EMG 464288281 13,652 125,000 SH   DFND 1 125,000 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,132 45,050 SH   DFND 1 45,050 0 0
ISHARES TR IBOXX HI YD ETF 464288513 258 3,160 SH   SOLE   3,160 0 0
ISHARES TR RESIDNL REAL EST 464288562 1,161 19,325 SH   DFND 1 19,325 0 0
ISHARES TR PFD AND INCM SEC 464288687 14,769 426,350 SH   DFND 1 426,350 0 0
ISHARES TR PFD AND INCM SEC 464288687 17,688 510,625 SH   SOLE   510,625 0 0
ISHARES TR US HOME CONS ETF 464288752 6,614 149,817 SH   SOLE   149,817 0 0
ISHARES TR US HOME CONS ETF 464288752 5,081 115,074 SH   DFND 1 115,074 0 0
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 4,027 80,522 SH   DFND 1 80,522 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 4,410 4,000,000 SH   SOLE   4,000,000 0 0
ISHARES TR MORTGE REL ETF 46435G342 1,209 48,650 SH   DFND 1 48,650 0 0
ISHARES TR ESG MSCI USA ETF 46435G425 922 13,173 SH   SOLE   13,173 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 880 187,546 SH   DFND 1 187,546 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 619 131,952 SH   SOLE   131,952 0 0
ITRON INC COM 465741106 1,983 29,933 SH   SOLE   29,933 0 0
JBG SMITH PPTYS COM 46590V100 2,506 84,737 SH   SOLE   84,737 0 0
J & J SNACK FOODS CORP COM 466032109 1,588 12,490 SH   SOLE   12,490 0 0
JPMORGAN CHASE & CO COM 46625H100 46,842 498,000 SH   SOLE   498,000 0 0
JPMORGAN CHASE & CO COM 46625H100 16,379 174,138 SH   DFND 1 174,138 0 0
JABIL INC COM 466313103 1,215 37,887 SH   SOLE   37,887 0 0
JACK IN THE BOX INC COM 466367109 474 6,400 SH   DFND 1 6,400 0 0
JACK IN THE BOX INC COM 466367109 1,437 19,399 SH   SOLE   19,399 0 0
JACOBS ENGR GROUP INC COM 469814107 506 5,966 SH   SOLE   5,966 0 0
JD.COM INC SPON ADR CL A 47215P106 3,097 51,457 SH   DFND 1 51,457 0 0
JD.COM INC SPON ADR CL A 47215P106 2,142 35,589 SH   SOLE   35,589 0 0
JEFFERIES FINL GROUP INC COM 47233W109 970 62,380 SH   SOLE   62,380 0 0
JETBLUE AWYS CORP COM 477143101 812 74,504 SH   SOLE   74,504 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 7,802 90,696 SH   SOLE   90,696 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 2,768 32,176 SH   DFND 1 32,176 0 0
JOHNSON & JOHNSON COM 478160104 53,679 381,702 SH   DFND 1 381,702 0 0
JOHNSON & JOHNSON COM 478160104 155,679 1,107,012 SH   SOLE   1,107,012 0 0
JONES LANG LASALLE INC COM 48020Q107 4,742 45,837 SH   SOLE   45,837 0 0
JONES LANG LASALLE INC COM 48020Q107 1,600 15,467 SH   DFND 1 15,467 0 0
J2 GLOBAL INC COM 48123V102 792 12,522 SH   SOLE   12,522 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 7,406 6,803,000 SH   SOLE   6,803,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 587 539,000 SH   DFND 1 539,000 0 0
JUNIPER NETWORKS INC COM 48203R104 939 41,083 SH   DFND 1 41,083 0 0
JUNIPER NETWORKS INC COM 48203R104 4,130 180,672 SH   SOLE   180,672 0 0
KAR AUCTION SVCS INC COM 48238T109 855 62,142 SH   SOLE   62,142 0 0
KAR AUCTION SVCS INC COM 48238T109 179 12,990 SH   DFND 1 12,990 0 0
KBR INC COM 48242W106 886 39,308 SH   SOLE   39,308 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 16,001 14,340,000 SH   SOLE   14,340,000 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 1,013 908,000 SH   DFND 1 908,000 0 0
KLA CORP COM NEW 482480100 42,356 217,792 SH   DFND 1 217,792 0 0
KLA CORP COM NEW 482480100 43,331 222,803 SH   SOLE   222,803 0 0
KKR REAL ESTATE FIN TR INC COM 48251K100 323 19,504 SH   SOLE   19,504 0 0
KADMON HLDGS INC COM 48283N106 415 81,076 SH   SOLE   81,076 0 0
KADMON HLDGS INC COM 48283N106 163 31,869 SH   DFND 1 31,869 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 9,794 133,030 SH   SOLE   133,030 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,836 52,107 SH   DFND 1 52,107 0 0
KAMAN CORP COM 483548103 963 23,139 SH   SOLE   23,139 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 6,828 7,200,000 SH   SOLE   7,200,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 13,769 92,228 SH   DFND 1 92,228 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 27,679 185,406 SH   SOLE   185,406 0 0
KB HOME COM 48666K109 760 24,776 SH   DFND 1 24,776 0 0
KB HOME COM 48666K109 2,455 80,025 SH   SOLE   80,025 0 0
KELLOGG CO COM 487836108 2,327 35,221 SH   SOLE   35,221 0 0
KELLY SVCS INC CL A 488152208 441 27,904 SH   SOLE   27,904 0 0
KEMPER CORP DEL COM 488401100 32,101 442,649 SH   DFND 1 442,649 0 0
KEMPER CORP DEL COM 488401100 37,284 514,123 SH   SOLE   514,123 0 0
KENNAMETAL INC COM 489170100 658 22,904 SH   SOLE   22,904 0 0
KEYCORP COM 493267108 46,902 3,850,767 SH   DFND 1 3,850,767 0 0
KEYCORP COM 493267108 53,234 4,370,589 SH   SOLE   4,370,589 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,984 39,529 SH   SOLE   39,529 0 0
KILROY RLTY CORP COM 49427F108 27,222 463,747 SH   SOLE   463,747 0 0
KILROY RLTY CORP COM 49427F108 7,333 124,927 SH   DFND 1 124,927 0 0
KIMBERLY CLARK CORP COM 494368103 31,041 219,604 SH   SOLE   219,604 0 0
KIMBERLY CLARK CORP COM 494368103 12,146 85,925 SH   DFND 1 85,925 0 0
KIMCO RLTY CORP COM 49446R109 1,233 96,024 SH   SOLE   96,024 0 0
KINDER MORGAN INC DEL COM 49456B101 2,169 142,987 SH   SOLE   142,987 0 0
KINDER MORGAN INC DEL COM 49456B101 862 56,850 SH   DFND 1 56,850 0 0
KINROSS GOLD CORP COM 496902404 111 15,355 SH   SOLE   15,355 0 0
KINSALE CAP GROUP INC COM 49714P108 2,689 17,324 SH   SOLE   17,324 0 0
KIRBY CORP COM 497266106 888 16,585 SH   SOLE   16,585 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,723 149,316 SH   SOLE   149,316 0 0
KITE RLTY GROUP TR COM NEW 49803T300 418 36,219 SH   DFND 1 36,219 0 0
KNOLL INC COM NEW 498904200 1,398 114,692 SH   SOLE   114,692 0 0
KNOLL INC COM NEW 498904200 648 53,192 SH   DFND 1 53,192 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,409 33,777 SH   SOLE   33,777 0 0
KNOWLES CORP COM 49926D109 1,099 72,012 SH   SOLE   72,012 0 0
KOHLS CORP COM 500255104 2,087 100,502 SH   SOLE   100,502 0 0
KOHLS CORP COM 500255104 782 37,631 SH   DFND 1 37,631 0 0
KONTOOR BRANDS INC COM 50050N103 1,353 75,969 SH   SOLE   75,969 0 0
KONTOOR BRANDS INC COM 50050N103 257 14,418 SH   DFND 1 14,418 0 0
KOPPERS HOLDINGS INC COM 50060P106 331 17,562 SH   SOLE   17,562 0 0
KORN FERRY COM NEW 500643200 1,416 46,073 SH   SOLE   46,073 0 0
KOSMOS ENERGY LTD COM 500688106 155 93,182 SH   DFND 1 93,182 0 0
KOSMOS ENERGY LTD COM 500688106 394 237,364 SH   SOLE   237,364 0 0
KRAFT HEINZ CO COM 500754106 920 28,838 SH   SOLE   28,838 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 784 50,190 SH   SOLE   50,190 0 0
KRATON CORPORATION COM 50077C106 1,298 75,144 SH   SOLE   75,144 0 0
KRATON CORPORATION COM 50077C106 411 23,808 SH   DFND 1 23,808 0 0
KROGER CO COM 501044101 1,231 36,367 SH   SOLE   36,367 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,388 66,650 SH   SOLE   66,650 0 0
L BRANDS INC COM 501797104 1,967 131,407 SH   SOLE   131,407 0 0
L BRANDS INC COM 501797104 710 47,448 SH   DFND 1 47,448 0 0
LHC GROUP INC COM 50187A107 66,905 383,808 SH   SOLE   383,808 0 0
LHC GROUP INC COM 50187A107 37,451 214,839 SH   DFND 1 214,839 0 0
LGI HOMES INC COM 50187T106 1,607 18,259 SH   SOLE   18,259 0 0
LKQ CORP COM 501889208 369 14,083 SH   SOLE   14,083 0 0
LCI INDS COM 50189K103 2,419 21,039 SH   SOLE   21,039 0 0
LTC PPTYS INC COM 502175102 1,237 32,826 SH   SOLE   32,826 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,680 9,899 SH   SOLE   9,899 0 0
LA Z BOY INC COM 505336107 1,043 38,547 SH   SOLE   38,547 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,523 27,231 SH   SOLE   27,231 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,621 9,756 SH   DFND 1 9,756 0 0
LAKELAND BANCORP INC COM 511637100 718 62,835 SH   SOLE   62,835 0 0
LAKELAND BANCORP INC COM 511637100 259 22,661 SH   DFND 1 22,661 0 0
LAM RESEARCH CORP COM 512807108 15,540 48,042 SH   SOLE   48,042 0 0
LAM RESEARCH CORP COM 512807108 6,685 20,666 SH   DFND 1 20,666 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,530 52,877 SH   SOLE   52,877 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 764 11,437 SH   DFND 1 11,437 0 0
LAMB WESTON HLDGS INC COM 513272104 14,402 225,280 SH   SOLE   225,280 0 0
LAMB WESTON HLDGS INC COM 513272104 6,054 94,696 SH   DFND 1 94,696 0 0
LANCASTER COLONY CORP COM 513847103 848 5,472 SH   SOLE   5,472 0 0
LANDSTAR SYS INC COM 515098101 1,190 10,600 SH   SOLE   10,600 0 0
LANNET INC COM 516012101 204 28,058 SH   SOLE   28,058 0 0
LANTHEUS HLDGS INC COM 516544103 790 55,276 SH   SOLE   55,276 0 0
LAS VEGAS SANDS CORP COM 517834107 701 15,403 SH   SOLE   15,403 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 12,036 423,969 SH   DFND 1 423,969 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 20,104 708,147 SH   SOLE   708,147 0 0
LAUDER ESTEE COS INC CL A 518439104 1,961 10,394 SH   SOLE   10,394 0 0
LEAR CORP COM NEW 521865204 3,757 34,461 SH   DFND 1 34,461 0 0
LEAR CORP COM NEW 521865204 10,080 92,458 SH   SOLE   92,458 0 0
LEGGETT & PLATT INC COM 524660107 13,267 377,435 SH   SOLE   377,435 0 0
LEGGETT & PLATT INC COM 524660107 9,976 283,820 SH   DFND 1 283,820 0 0
LEGG MASON INC COM 524901105 1,151 23,131 SH   SOLE   23,131 0 0
LEIDOS HOLDINGS INC COM 525327102 574 6,123 SH   SOLE   6,123 0 0
LEMAITRE VASCULAR INC COM 525558201 366 13,850 SH   SOLE   13,850 0 0
LENDINGTREE INC NEW COM 52603B107 616 2,129 SH   SOLE   2,129 0 0
LENNAR CORP CL A 526057104 776 12,593 SH   SOLE   12,593 0 0
LENNOX INTL INC COM 526107107 6,619 28,410 SH   SOLE   28,410 0 0
LENNOX INTL INC COM 526107107 1,827 7,842 SH   DFND 1 7,842 0 0
LEXINGTON REALTY TRUST COM 529043101 440 41,713 SH   DFND 1 41,713 0 0
LEXINGTON REALTY TRUST COM 529043101 3,348 317,377 SH   SOLE   317,377 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 436 76,187 SH   SOLE   76,187 0 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 1,696 296,580 SH   DFND 1 296,580 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 244 167,447 SH   DFND 1 167,447 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 7,546 5,180,226 SH   SOLE   5,180,226 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 288 52,584 SH   DFND 1 52,584 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 678 123,799 SH   SOLE   123,799 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 360 332,000 SH   DFND 1 332,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 2,757 2,543,000 SH   SOLE   2,543,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 4,675 41,801 SH   SOLE   41,801 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 2,091 18,693 SH   DFND 1 18,693 0 0
LIFE STORAGE INC COM 53223X107 3,764 39,640 SH   SOLE   39,640 0 0
LILLY ELI & CO COM 532457108 22,489 136,979 SH   SOLE   136,979 0 0
LILLY ELI & CO COM 532457108 2,785 16,964 SH   DFND 1 16,964 0 0
LINCOLN ELEC HLDGS INC COM 533900106 37,413 444,120 SH   SOLE   444,120 0 0
LINCOLN ELEC HLDGS INC COM 533900106 21,281 252,625 SH   DFND 1 252,625 0 0
LINCOLN NATL CORP IND COM 534187109 329 8,938 SH   SOLE   8,938 0 0
LINDSAY CORP COM 535555106 836 9,069 SH   SOLE   9,069 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 391 52,810 SH   DFND 1 52,810 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 915 123,492 SH   SOLE   123,492 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 295 43,176 SH   DFND 1 43,176 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 696 101,913 SH   SOLE   101,913 0 0
LIQUIDITY SERVICES INC COM 53635B107 136 22,781 SH   SOLE   22,781 0 0
LITHIA MTRS INC CL A 536797103 2,807 18,551 SH   SOLE   18,551 0 0
LITTELFUSE INC COM 537008104 14,439 84,624 SH   SOLE   84,624 0 0
LITTELFUSE INC COM 537008104 9,631 56,444 SH   DFND 1 56,444 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 65,270 1,472,358 SH   SOLE   1,472,358 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 28,772 649,031 SH   DFND 1 649,031 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 17,085 16,747,000 SH   SOLE   16,747,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 829 813,000 SH   DFND 1 813,000 0 0
LIVEPERSON INC COM 538146101 2,135 51,530 SH   SOLE   51,530 0 0
LIVENT CORP COM 53814L108 754 122,345 SH   SOLE   122,345 0 0
LIVERAMP HLDGS INC COM 53815P108 767 18,051 SH   SOLE   18,051 0 0
LOCKHEED MARTIN CORP COM 539830109 83,707 229,384 SH   SOLE   229,384 0 0
LOCKHEED MARTIN CORP COM 539830109 22,498 61,651 SH   DFND 1 61,651 0 0
LOEWS CORP COM 540424108 679 19,795 SH   DFND 1 19,795 0 0
LOEWS CORP COM 540424108 1,767 51,543 SH   SOLE   51,543 0 0
LOGMEIN INC COM 54142L109 1,142 13,473 SH   SOLE   13,473 0 0
LOUISIANA PAC CORP COM 546347105 41,176 1,605,307 SH   SOLE   1,605,307 0 0
LOUISIANA PAC CORP COM 546347105 26,424 1,030,192 SH   DFND 1 1,030,192 0 0
LOWES COS INC COM 548661107 50,654 374,883 SH   DFND 1 374,883 0 0
LOWES COS INC COM 548661107 89,967 665,830 SH   SOLE   665,830 0 0
LULULEMON ATHLETICA INC COM 550021109 68,920 220,890 SH   SOLE   220,890 0 0
LULULEMON ATHLETICA INC COM 550021109 69,591 223,040 SH   DFND 1 223,040 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 334 24,119 SH   SOLE   24,119 0 0
LUMENTUM HLDGS INC COM 55024U109 19,923 244,669 SH   SOLE   244,669 0 0
LUMENTUM HLDGS INC COM 55024U109 9,403 115,470 SH   DFND 1 115,470 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 656 450,000 SH   DFND 1 450,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 11,062 7,590,000 SH   SOLE   7,590,000 0 0
LUMINEX CORP DEL COM 55027E102 1,160 35,644 SH   SOLE   35,644 0 0
LYDALL INC DEL COM 550819106 201 14,811 SH   SOLE   14,811 0 0
M & T BK CORP COM 55261F104 3,527 33,926 SH   DFND 1 33,926 0 0
M & T BK CORP COM 55261F104 8,810 84,736 SH   SOLE   84,736 0 0
M D C HLDGS INC COM 552676108 1,507 42,222 SH   SOLE   42,222 0 0
MDU RES GROUP INC COM 552690109 359 16,185 SH   DFND 1 16,185 0 0
MDU RES GROUP INC COM 552690109 1,962 88,457 SH   SOLE   88,457 0 0
MGE ENERGY INC COM 55277P104 297 4,598 SH   SOLE   4,598 0 0
MGM RESORTS INTERNATIONAL COM 552953101 380 22,618 SH   SOLE   22,618 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 3,856 141,728 SH   SOLE   141,728 0 0
MGP INGREDIENTS INC NEW COM 55303J106 405 11,031 SH   SOLE   11,031 0 0
M/I HOMES INC COM 55305B101 822 23,874 SH   SOLE   23,874 0 0
MKS INSTRS INC COM 55306N104 10,237 90,402 SH   DFND 1 90,402 0 0
MKS INSTRS INC COM 55306N104 22,471 198,437 SH   SOLE   198,437 0 0
MSA SAFETY INC COM 553498106 1,130 9,873 SH   SOLE   9,873 0 0
MSC INDL DIRECT INC CL A 553530106 4,008 55,049 SH   SOLE   55,049 0 0
MSC INDL DIRECT INC CL A 553530106 1,340 18,400 SH   DFND 1 18,400 0 0
MSCI INC COM 55354G100 14,280 42,778 SH   SOLE   42,778 0 0
MSCI INC COM 55354G100 6,226 18,652 SH   DFND 1 18,652 0 0
MTS SYS CORP COM 553777103 1,454 82,685 SH   SOLE   82,685 0 0
MTS SYS CORP COM 553777103 523 29,740 SH   DFND 1 29,740 0 0
MYR GROUP INC DEL COM 55405W104 445 13,952 SH   SOLE   13,952 0 0
MACERICH CO COM 554382101 1,472 164,136 SH   SOLE   164,136 0 0
MACERICH CO COM 554382101 543 60,532 SH   DFND 1 60,532 0 0
MACK CALI RLTY CORP COM 554489104 383 25,027 SH   SOLE   25,027 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 460 15,000 SH   SOLE   15,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10,812 12,500,000 SH   SOLE   12,500,000 0 0
MACROGENICS INC COM 556099109 419 14,993 SH   DFND 1 14,993 0 0
MACROGENICS INC COM 556099109 1,065 38,141 SH   SOLE   38,141 0 0
MACYS INC COM 55616P104 3,011 437,667 SH   SOLE   437,667 0 0
MACYS INC COM 55616P104 483 70,152 SH   DFND 1 70,152 0 0
MADDEN STEVEN LTD COM 556269108 1,581 64,033 SH   SOLE   64,033 0 0
MADISON COVERED CALL & EQUIT COM 557437100 464 82,300 SH   DFND 1 82,300 0 0
MADISON COVERED CALL & EQUIT COM 557437100 82 14,500 SH   SOLE   14,500 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 1,018 6,931 SH   SOLE   6,931 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 400 2,720 SH   DFND 1 2,720 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 204 2,720 SH   DFND 1 2,720 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 520 6,931 SH   SOLE   6,931 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,358 18,601 SH   SOLE   18,601 0 0
MANHATTAN ASSOCS INC COM 562750109 1,652 17,540 SH   SOLE   17,540 0 0
MANPOWERGROUP INC COM 56418H100 15,083 219,394 SH   SOLE   219,394 0 0
MANPOWERGROUP INC COM 56418H100 9,906 144,091 SH   DFND 1 144,091 0 0
MANTECH INTL CORP CL A 564563104 4,076 59,512 SH   SOLE   59,512 0 0
MANTECH INTL CORP CL A 564563104 986 14,395 SH   DFND 1 14,395 0 0
MARATHON OIL CORP COM 565849106 8,225 1,343,978 SH   DFND 1 1,343,978 0 0
MARATHON OIL CORP COM 565849106 14,863 2,428,535 SH   SOLE   2,428,535 0 0
MARATHON PETE CORP COM 56585A102 15,456 413,470 SH   DFND 1 413,470 0 0
MARATHON PETE CORP COM 56585A102 29,945 801,110 SH   SOLE   801,110 0 0
MARCUS & MILLICHAP INC COM 566324109 569 19,724 SH   SOLE   19,724 0 0
MARCUS CORP COM 566330106 323 24,319 SH   DFND 1 24,319 0 0
MARCUS CORP COM 566330106 998 75,225 SH   SOLE   75,225 0 0
MARINEMAX INC COM 567908108 403 17,981 SH   SOLE   17,981 0 0
MARKEL CORP COM 570535104 56,054 60,719 SH   SOLE   60,719 0 0
MARKEL CORP COM 570535104 44,695 48,415 SH   DFND 1 48,415 0 0
MARKETAXESS HLDGS INC COM 57060D108 871 1,738 SH   SOLE   1,738 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 279 3,395 SH   DFND 1 3,395 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,539 18,726 SH   SOLE   18,726 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 5,005 5,436,000 SH   SOLE   5,436,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 133 144,000 SH   DFND 1 144,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 35,255 328,347 SH   SOLE   328,347 0 0
MARSH & MCLENNAN COS INC COM 571748102 973 9,063 SH   DFND 1 9,063 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,067 12,450 SH   SOLE   12,450 0 0
MARTEN TRANS LTD COM 573075108 820 32,602 SH   SOLE   32,602 0 0
MARTIN MARIETTA MATLS INC COM 573284106 16,320 79,004 SH   SOLE   79,004 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,605 36,814 SH   DFND 1 36,814 0 0
MASCO CORP COM 574599106 613 12,204 SH   SOLE   12,204 0 0
MASIMO CORP COM 574795100 3,136 13,753 SH   SOLE   13,753 0 0
MASONITE INTL CORP NEW COM 575385109 817 10,508 SH   DFND 1 10,508 0 0
MASONITE INTL CORP NEW COM 575385109 1,790 23,008 SH   SOLE   23,008 0 0
MASTEC INC COM 576323109 722 16,095 SH   SOLE   16,095 0 0
MASTERCARD INCORPORATED CL A 57636Q104 78,254 264,639 SH   DFND 1 264,639 0 0
MASTERCARD INCORPORATED CL A 57636Q104 223,544 755,983 SH   SOLE   755,983 0 0
MATADOR RES CO COM 576485205 780 91,712 SH   SOLE   91,712 0 0
MATERION CORP COM 576690101 2,041 33,187 SH   DFND 1 33,187 0 0
MATERION CORP COM 576690101 5,902 95,979 SH   SOLE   95,979 0 0
MATRIX SVC CO COM 576853105 213 21,880 SH   SOLE   21,880 0 0
MATSON INC COM 57686G105 1,048 36,026 SH   SOLE   36,026 0 0
MATTEL INC COM 577081102 4,112 425,252 SH   SOLE   425,252 0 0
MATTEL INC COM 577081102 1,474 152,383 SH   DFND 1 152,383 0 0
MATTHEWS INTL CORP CL A 577128101 500 26,173 SH   SOLE   26,173 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,455 40,510 SH   DFND 1 40,510 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,740 94,706 SH   SOLE   94,706 0 0
MAXLINEAR INC COM 57776J100 1,183 55,113 SH   SOLE   55,113 0 0
MAXIMUS INC COM 577933104 1,193 16,937 SH   SOLE   16,937 0 0
MCCORMICK & CO INC COM NON VTG 579780206 945 5,270 SH   DFND 1 5,270 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5,955 33,190 SH   SOLE   33,190 0 0
MCDONALDS CORP COM 580135101 44,431 240,856 SH   SOLE   240,856 0 0
MCDONALDS CORP COM 580135101 3,702 20,070 SH   DFND 1 20,070 0 0
MCKESSON CORP COM 58155Q103 1,139 7,422 SH   SOLE   7,422 0 0
MEDALLIA INC COM 584021109 3,875 153,531 SH   DFND 1 153,531 0 0
MEDALLIA INC COM 584021109 7,728 306,161 SH   SOLE   306,161 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,659 194,604 SH   DFND 1 194,604 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 13,629 724,933 SH   SOLE   724,933 0 0
MEDIFAST INC COM 58470H101 1,368 9,861 SH   SOLE   9,861 0 0
MEDNAX INC COM 58502B106 404 23,625 SH   SOLE   23,625 0 0
MEDPACE HLDGS INC COM 58506Q109 2,093 22,503 SH   SOLE   22,503 0 0
MERCADOLIBRE INC COM 58733R102 492 499 SH   SOLE   499 0 0
MERCANTILE BANK CORP COM 587376104 257 11,384 SH   DFND 1 11,384 0 0
MERCANTILE BANK CORP COM 587376104 549 24,274 SH   SOLE   24,274 0 0
MERCER INTL INC COM 588056101 274 33,552 SH   SOLE   33,552 0 0
MERCK & CO. INC COM 58933Y105 45,108 583,318 SH   DFND 1 583,318 0 0
MERCK & CO. INC COM 58933Y105 116,517 1,506,746 SH   SOLE   1,506,746 0 0
MERCURY SYS INC COM 589378108 5,472 69,567 SH   SOLE   69,567 0 0
MERCURY SYS INC COM 589378108 2,141 27,215 SH   DFND 1 27,215 0 0
MERCURY GENL CORP NEW COM 589400100 305 7,493 SH   SOLE   7,493 0 0
MEREDITH CORP COM 589433101 1,872 128,670 SH   SOLE   128,670 0 0
MEREDITH CORP COM 589433101 613 42,106 SH   DFND 1 42,106 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 834 35,822 SH   SOLE   35,822 0 0
MERIDIAN BANCORP INC MD COM 58958U103 2,695 232,354 SH   SOLE   232,354 0 0
MERIDIAN BANCORP INC MD COM 58958U103 909 78,348 SH   DFND 1 78,348 0 0
MERIT MED SYS INC COM 589889104 2,116 46,357 SH   SOLE   46,357 0 0
MERITAGE HOMES CORP COM 59001A102 2,253 29,596 SH   SOLE   29,596 0 0
MERITOR INC COM 59001K100 30,787 1,554,917 SH   SOLE   1,554,917 0 0
MERITOR INC COM 59001K100 19,169 968,153 SH   DFND 1 968,153 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 16,275 16,338,000 SH   SOLE   16,338,000 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 989 993,000 SH   DFND 1 993,000 0 0
MERSANA THERAPEUTICS INC COM 59045L106 217 9,257 SH   DFND 1 9,257 0 0
MERSANA THERAPEUTICS INC COM 59045L106 551 23,550 SH   SOLE   23,550 0 0
MESA LABS INC COM 59064R109 4,742 21,875 SH   SOLE   21,875 0 0
MESA LABS INC COM 59064R109 2,012 9,279 SH   DFND 1 9,279 0 0
META FINL GROUP INC COM 59100U108 484 26,650 SH   SOLE   26,650 0 0
METHODE ELECTRS INC COM 591520200 1,400 44,794 SH   DFND 1 44,794 0 0
METHODE ELECTRS INC COM 591520200 3,821 122,247 SH   SOLE   122,247 0 0
METLIFE INC COM 59156R108 11,935 326,810 SH   DFND 1 326,810 0 0
METLIFE INC COM 59156R108 21,425 586,655 SH   SOLE   586,655 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,995 2,476 SH   SOLE   2,476 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 543 674 SH   DFND 1 674 0 0
MICHAELS COS INC COM 59408Q106 582 82,271 SH   DFND 1 82,271 0 0
MICHAELS COS INC COM 59408Q106 1,794 253,782 SH   SOLE   253,782 0 0
MICROSOFT CORP COM 594918104 691,124 3,396,018 SH   SOLE   3,396,018 0 0
MICROSOFT CORP COM 594918104 264,713 1,300,736 SH   DFND 1 1,300,736 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,768 23,399 SH   DFND 1 23,399 0 0
MICROSTRATEGY INC CL A NEW 594972408 7,274 61,494 SH   SOLE   61,494 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,124 10,669 SH   DFND 1 10,669 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 2,180 20,700 SH   SOLE   20,700 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 12,492 5,600,000 SH   SOLE   5,600,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 12,557 8,513,000 SH   SOLE   8,513,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 535 363,000 SH   DFND 1 363,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 1,457 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,532 49,149 SH   DFND 1 49,149 0 0
MICRON TECHNOLOGY INC COM 595112103 13,350 259,124 SH   SOLE   259,124 0 0
MID-AMER APT CMNTYS INC COM 59522J103 5,750 50,145 SH   SOLE   50,145 0 0
MIDDLEBY CORP COM 596278101 21,486 272,186 SH   SOLE   272,186 0 0
MIDDLEBY CORP COM 596278101 13,352 169,144 SH   DFND 1 169,144 0 0
MIDDLESEX WATER CO COM 596680108 214 3,192 SH   DFND 1 3,192 0 0
MIDDLESEX WATER CO COM 596680108 544 8,097 SH   SOLE   8,097 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,580 78,985 SH   DFND 1 78,985 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 4,211 210,533 SH   SOLE   210,533 0 0
MILLER HERMAN INC COM 600544100 383 16,230 SH   SOLE   16,230 0 0
MINERALS TECHNOLOGIES INC COM 603158106 3,125 66,593 SH   SOLE   66,593 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,168 24,895 SH   DFND 1 24,895 0 0
MIRATI THERAPEUTICS INC COM 60468T105 424 3,715 SH   SOLE   3,715 0 0
MODINE MFG CO COM 607828100 232 42,002 SH   SOLE   42,002 0 0
MODINE MFG CO COM 607828100 106 19,184 SH   DFND 1 19,184 0 0
MOHAWK INDS INC COM 608190104 11,259 110,643 SH   SOLE   110,643 0 0
MOHAWK INDS INC COM 608190104 6,355 62,450 SH   DFND 1 62,450 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,456 19,419 SH   DFND 1 19,419 0 0
MOLINA HEALTHCARE INC COM 60855R100 9,941 55,853 SH   SOLE   55,853 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 296 8,624 SH   SOLE   8,624 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 3,607 108,405 SH   SOLE   108,405 0 0
MONARCH CASINO & RESORT INC COM 609027107 342 10,039 SH   SOLE   10,039 0 0
MONDELEZ INTL INC CL A 609207105 30,879 603,930 SH   SOLE   603,930 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 66 20,676 SH   DFND 1 20,676 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 169 52,751 SH   SOLE   52,751 0 0
MONOLITHIC PWR SYS INC COM 609839105 56,406 238,001 SH   SOLE   238,001 0 0
MONOLITHIC PWR SYS INC COM 609839105 27,912 117,774 SH   DFND 1 117,774 0 0
MONRO INC COM 610236101 1,531 27,859 SH   SOLE   27,859 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,592 51,816 SH   DFND 1 51,816 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 13,487 194,555 SH   SOLE   194,555 0 0
MOODYS CORP COM 615369105 2,050 7,461 SH   SOLE   7,461 0 0
MOOG INC CL A 615394202 1,330 25,113 SH   SOLE   25,113 0 0
MORGAN STANLEY COM NEW 617446448 45,259 937,044 SH   SOLE   937,044 0 0
MORGAN STANLEY COM NEW 617446448 25,294 523,675 SH   DFND 1 523,675 0 0
MORNINGSTAR INC COM 617700109 460 3,264 SH   SOLE   3,264 0 0
MOSAIC CO NEW COM 61945C103 201 16,077 SH   SOLE   16,077 0 0
MOTORCAR PTS AMER INC COM 620071100 281 15,888 SH   SOLE   15,888 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 15,249 108,820 SH   SOLE   108,820 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 790 5,635 SH   DFND 1 5,635 0 0
MOVADO GROUP INC COM 624580106 6,390 589,506 SH   SOLE   589,506 0 0
MOVADO GROUP INC COM 624580106 4,726 435,948 SH   DFND 1 435,948 0 0
MUELLER INDS INC COM 624756102 1,263 47,519 SH   SOLE   47,519 0 0
MR COOPER GROUP INC COM 62482R107 467 37,517 SH   DFND 1 37,517 0 0
MR COOPER GROUP INC COM 62482R107 1,194 95,981 SH   SOLE   95,981 0 0
MURPHY OIL CORP COM 626717102 557 40,349 SH   SOLE   40,349 0 0
MURPHY USA INC COM 626755102 853 7,577 SH   SOLE   7,577 0 0
MYERS INDS INC COM 628464109 3,028 208,083 SH   SOLE   208,083 0 0
MYERS INDS INC COM 628464109 1,025 70,421 SH   DFND 1 70,421 0 0
MYRIAD GENETICS INC COM 62855J104 961 84,723 SH   SOLE   84,723 0 0
MYOKARDIA INC COM 62857M105 7,711 79,805 SH   SOLE   79,805 0 0
MYOKARDIA INC COM 62857M105 3,796 39,292 SH   DFND 1 39,292 0 0
NBT BANCORP INC COM 628778102 1,390 45,202 SH   SOLE   45,202 0 0
NCR CORP NEW COM 62886E108 611 35,304 SH   SOLE   35,304 0 0
NIC INC COM 62914B100 1,287 56,055 SH   SOLE   56,055 0 0
NIO INC SPON ADS 62914V106 438 56,744 SH   DFND 1 56,744 0 0
NIO INC SPON ADS 62914V106 298 38,592 SH   SOLE   38,592 0 0
NMI HLDGS INC CL A 629209305 1,141 70,932 SH   SOLE   70,932 0 0
NRG ENERGY INC COM NEW 629377508 364 11,193 SH   SOLE   11,193 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 22,738 22,490,000 SH   SOLE   22,490,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 202 200,000 SH   DFND 1 200,000 0 0
NVR INC COM 62944T105 65,442 20,082 SH   DFND 1 20,082 0 0
NVR INC COM 62944T105 72,556 22,265 SH   SOLE   22,265 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 1,706 72,934 SH   DFND 1 72,934 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 2,230 95,326 SH   SOLE   95,326 0 0
NASDAQ INC COM 631103108 629 5,267 SH   SOLE   5,267 0 0
NATERA INC COM 632307104 4,955 99,384 SH   DFND 1 99,384 0 0
NATERA INC COM 632307104 9,878 198,111 SH   SOLE   198,111 0 0
NATIONAL BK HLDGS CORP CL A 633707104 691 25,581 SH   SOLE   25,581 0 0
NATIONAL BEVERAGE CORP COM 635017106 595 9,756 SH   SOLE   9,756 0 0
NATIONAL HEALTHCARE CORP COM 635906100 4,835 76,208 SH   SOLE   76,208 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,994 31,433 SH   DFND 1 31,433 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,630 38,883 SH   SOLE   38,883 0 0
NATIONAL FUEL GAS CO N J COM 636180101 286 6,826 SH   DFND 1 6,826 0 0
NATIONAL HEALTH INVS INC COM 63633D104 275 4,530 SH   DFND 1 4,530 0 0
NATIONAL HEALTH INVS INC COM 63633D104 684 11,270 SH   SOLE   11,270 0 0
NATIONAL INSTRS CORP COM 636518102 15,077 389,477 SH   DFND 1 389,477 0 0
NATIONAL INSTRS CORP COM 636518102 23,283 601,482 SH   SOLE   601,482 0 0
NATIONAL OILWELL VARCO INC COM 637071101 220 17,954 SH   SOLE   17,954 0 0
NATIONAL PRESTO INDS INC COM 637215104 370 4,230 SH   SOLE   4,230 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 9,871 278,210 SH   SOLE   278,210 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 2,414 68,032 SH   DFND 1 68,032 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 24,692 861,564 SH   SOLE   861,564 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 11,947 416,857 SH   DFND 1 416,857 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 409 2,013 SH   SOLE   2,013 0 0
NATUS MED INC DEL COM 639050103 617 28,293 SH   SOLE   28,293 0 0
NAVIENT CORPORATION COM 63938C108 331 47,115 SH   SOLE   47,115 0 0
NEENAH INC COM 640079109 2,087 42,191 SH   DFND 1 42,191 0 0
NEENAH INC COM 640079109 5,417 109,524 SH   SOLE   109,524 0 0
NEKTAR THERAPEUTICS COM 640268108 2,423 104,601 SH   SOLE   104,601 0 0
NEKTAR THERAPEUTICS COM 640268108 630 27,189 SH   DFND 1 27,189 0 0
NEOGEN CORP COM 640491106 3,437 44,287 SH   SOLE   44,287 0 0
NEOGENOMICS INC COM NEW 64049M209 2,847 91,901 SH   SOLE   91,901 0 0
NETAPP INC COM 64110D104 569 12,832 SH   SOLE   12,832 0 0
NETFLIX INC COM 64110L106 1,916 4,210 SH   DFND 1 4,210 0 0
NETFLIX INC COM 64110L106 17,347 38,122 SH   SOLE   38,122 0 0
NETEASE INC SPONSORED ADS 64110W102 1,829 4,259 SH   SOLE   4,259 0 0
NETEASE INC SPONSORED ADS 64110W102 2,644 6,157 SH   DFND 1 6,157 0 0
NETGEAR INC COM 64111Q104 640 24,733 SH   SOLE   24,733 0 0
NETSCOUT SYS INC COM 64115T104 449 17,556 SH   SOLE   17,556 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 11,060 90,658 SH   DFND 1 90,658 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 16,759 137,367 SH   SOLE   137,367 0 0
NEVRO CORP COM 64157F103 10,275 86,002 SH   DFND 1 86,002 0 0
NEVRO CORP COM 64157F103 20,855 174,559 SH   SOLE   174,559 0 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 693 89,005 SH   DFND 1 89,005 0 0
NEW JERSEY RES COM 646025106 3,024 92,632 SH   SOLE   92,632 0 0
NEW JERSEY RES COM 646025106 991 30,344 SH   DFND 1 30,344 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,566 1,670,000 SH   SOLE   1,670,000 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 1,610 12,364 SH   DFND 1 12,364 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 1,138 8,736 SH   SOLE   8,736 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2,117 284,960 SH   SOLE   284,960 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 844 113,606 SH   DFND 1 113,606 0 0
NEW SR INVT GROUP INC COM 648691103 298 82,350 SH   SOLE   82,350 0 0
NEW SR INVT GROUP INC COM 648691103 117 32,187 SH   DFND 1 32,187 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,309 128,342 SH   SOLE   128,342 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 4,848 108,502 SH   SOLE   108,502 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 825 315,945 SH   SOLE   315,945 0 0
NEW YORK TIMES CO CL A 650111107 1,678 39,917 SH   SOLE   39,917 0 0
NEWELL BRANDS INC COM 651229106 380 23,923 SH   SOLE   23,923 0 0
NEWMARKET CORP COM 651587107 799 1,994 SH   SOLE   1,994 0 0
NEWMONT CORP COM 651639106 17,087 276,760 SH   SOLE   276,760 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 168 75,188 SH   SOLE   75,188 0 0
NEWS CORP NEW CL A 65249B109 211 17,832 SH   SOLE   17,832 0 0
NEWS CORP NEW CL B 65249B208 133 11,165 SH   DFND 1 11,165 0 0
NEWS CORP NEW CL B 65249B208 401 33,578 SH   SOLE   33,578 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 246 100,512 SH   SOLE   100,512 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 121 49,347 SH   DFND 1 49,347 0 0
NEXTERA ENERGY INC COM 65339F101 38,458 160,128 SH   SOLE   160,128 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 9,297 219,000 SH   SOLE   219,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 15,737 324,200 SH   SOLE   324,200 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 4,472 126,509 SH   SOLE   126,509 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,919 54,291 SH   DFND 1 54,291 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 450 40,945 SH   SOLE   40,945 0 0
NICE LTD SPONSORED ADR 653656108 40,199 212,425 SH   SOLE   212,425 0 0
NICE LTD SPONSORED ADR 653656108 35,542 187,816 SH   DFND 1 187,816 0 0
NIKE INC CL B 654106103 76,115 776,291 SH   SOLE   776,291 0 0
NIKE INC CL B 654106103 30,287 308,893 SH   DFND 1 308,893 0 0
NINE ENERGY SERVICE INC COM 65441V101 2,217 1,137,138 SH   SOLE   1,137,138 0 0
NINE ENERGY SERVICE INC COM 65441V101 1,285 658,857 SH   DFND 1 658,857 0 0
NISOURCE INC COM 65473P105 403 17,704 SH   SOLE   17,704 0 0
NOBLE ENERGY INC COM 655044105 793 88,459 SH   DFND 1 88,459 0 0
NOBLE ENERGY INC COM 655044105 2,184 243,724 SH   SOLE   243,724 0 0
NORDSON CORP COM 655663102 5,903 31,116 SH   DFND 1 31,116 0 0
NORDSON CORP COM 655663102 16,139 85,074 SH   SOLE   85,074 0 0
NORDSTROM INC COM 655664100 1,511 97,566 SH   SOLE   97,566 0 0
NORDSTROM INC COM 655664100 513 33,100 SH   DFND 1 33,100 0 0
NORFOLK SOUTHERN CORP COM 655844108 17,217 98,066 SH   DFND 1 98,066 0 0
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NORTHERN TR CORP COM 665859104 9,582 120,774 SH   SOLE   120,774 0 0
NORTHERN TR CORP COM 665859104 3,649 45,993 SH   DFND 1 45,993 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 418 36,267 SH   SOLE   36,267 0 0
NORTHROP GRUMMAN CORP COM 666807102 604 1,964 SH   DFND 1 1,964 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,940 12,817 SH   SOLE   12,817 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 184 17,976 SH   DFND 1 17,976 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 1,390 135,938 SH   SOLE   135,938 0 0
NORTHWEST NAT HLDG CO COM 66765N105 214 3,843 SH   DFND 1 3,843 0 0
NORTHWEST NAT HLDG CO COM 66765N105 1,863 33,391 SH   SOLE   33,391 0 0
NORTHWESTERN CORP COM NEW 668074305 5,208 95,529 SH   DFND 1 95,529 0 0
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NORTONLIFELOCK INC COM 668771108 497 25,073 SH   SOLE   25,073 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 6,302 620,000 SH   SOLE   620,000 0 0
NOVANTA INC COM 67000B104 2,771 25,950 SH   DFND 1 25,950 0 0
NOVANTA INC COM 67000B104 5,523 51,724 SH   SOLE   51,724 0 0
NOVO-NORDISK A S ADR 670100205 14,365 219,382 SH   DFND 1 219,382 0 0
NOVO-NORDISK A S ADR 670100205 33,143 506,162 SH   SOLE   506,162 0 0
NOW INC COM 67011P100 790 91,493 SH   SOLE   91,493 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 548 14,337 SH   SOLE   14,337 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 75,583 2,986,861 SH   DFND 1 2,986,861 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 79,115 3,126,468 SH   SOLE   3,126,468 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 6,651 5,140,000 SH   SOLE   5,140,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 11,797 10,000,000 SH   SOLE   10,000,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 5,093 3,653,000 SH   DFND 1 3,653,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 13,994 10,037,000 SH   SOLE   10,037,000 0 0
NUCOR CORP COM 670346105 11,652 281,376 SH   DFND 1 281,376 0 0
NUCOR CORP COM 670346105 21,733 524,814 SH   SOLE   524,814 0 0
NVIDIA CORPORATION COM 67066G104 53,774 141,544 SH   DFND 1 141,544 0 0
NVIDIA CORPORATION COM 67066G104 140,441 369,668 SH   SOLE   369,668 0 0
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NUVASIVE INC COM 670704105 788 14,157 SH   SOLE   14,157 0 0
NUVEEN PFD & INCM SECURTIES COM 67072C105 954 112,900 SH   DFND 1 112,900 0 0
NUVEEN PFD & INCM SECURTIES COM 67072C105 95 11,200 SH   SOLE   11,200 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 932 117,958 SH   DFND 1 117,958 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 377 64,487 SH   SOLE   64,487 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 1,566 268,100 SH   DFND 1 268,100 0 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 792 67,162 SH   DFND 1 67,162 0 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 866 38,254 SH   DFND 1 38,254 0 0
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OGE ENERGY CORP COM 670837103 3,406 112,185 SH   SOLE   112,185 0 0
OGE ENERGY CORP COM 670837103 846 27,864 SH   DFND 1 27,864 0 0
O-I GLASS INC COM 67098H104 388 43,251 SH   SOLE   43,251 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 14,132 33,515 SH   SOLE   33,515 0 0
OFG BANCORP COM 67103X102 809 60,537 SH   SOLE   60,537 0 0
OSI SYSTEMS INC COM 671044105 1,046 14,020 SH   SOLE   14,020 0 0
OASIS PETROLEUM INC COM 674215108 183 244,105 SH   SOLE   244,105 0 0
OCCIDENTAL PETE CORP COM 674599105 762 41,623 SH   SOLE   41,623 0 0
OCEANEERING INTL INC COM 675232102 409 64,045 SH   DFND 1 64,045 0 0
OCEANEERING INTL INC COM 675232102 1,508 235,922 SH   SOLE   235,922 0 0
OFFICE DEPOT INC COM 676220106 331 140,647 SH   DFND 1 140,647 0 0
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OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 1,048 40,345 SH   SOLE   40,345 0 0
OIL STS INTL INC COM 678026105 242 51,009 SH   SOLE   51,009 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 51,509 303,724 SH   DFND 1 303,724 0 0
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OLD NATL BANCORP IND COM 680033107 1,899 137,975 SH   SOLE   137,975 0 0
OLD REP INTL CORP COM 680223104 182 11,150 SH   DFND 1 11,150 0 0
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OLD SECOND BANCORP INC ILL COM 680277100 245 31,537 SH   DFND 1 31,537 0 0
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OLIN CORP COM PAR $1 680665205 1,209 105,225 SH   SOLE   105,225 0 0
OLIN CORP COM PAR $1 680665205 319 27,747 SH   DFND 1 27,747 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 22,829 233,783 SH   SOLE   233,783 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 10,459 107,111 SH   DFND 1 107,111 0 0
OLYMPIC STEEL INC COM 68162K106 332 28,296 SH   SOLE   28,296 0 0
OMNICOM GROUP INC COM 681919106 541 9,911 SH   SOLE   9,911 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 4,738 159,383 SH   SOLE   159,383 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 918 30,863 SH   DFND 1 30,863 0 0
OMNICELL INC COM 68213N109 2,519 35,674 SH   SOLE   35,674 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12,678 10,907,000 SH   SOLE   10,907,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 50 43,000 SH   DFND 1 43,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 12,869 10,605,000 SH   SOLE   10,605,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,062 875,000 SH   DFND 1 875,000 0 0
ONE GAS INC COM 68235P108 1,125 14,604 SH   SOLE   14,604 0 0
ONE LIBERTY PPTYS INC COM 682406103 668 37,912 SH   SOLE   37,912 0 0
ONE LIBERTY PPTYS INC COM 682406103 278 15,786 SH   DFND 1 15,786 0 0
ONEOK INC NEW COM 682680103 377 11,353 SH   DFND 1 11,353 0 0
ONEOK INC NEW COM 682680103 1,767 53,189 SH   SOLE   53,189 0 0
ONESPAN INC COM 68287N100 763 27,332 SH   SOLE   27,332 0 0
ONTO INNOVATION INC COM 683344105 1,356 39,826 SH   SOLE   39,826 0 0
ORACLE CORP COM 68389X105 32,941 595,999 SH   SOLE   595,999 0 0
ORACLE CORP COM 68389X105 11,433 206,865 SH   DFND 1 206,865 0 0
OPTINOSE INC COM 68404V100 5,041 677,592 SH   DFND 1 677,592 0 0
OPTINOSE INC COM 68404V100 7,639 1,026,757 SH   SOLE   1,026,757 0 0
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ORBCOMM INC COM 68555P100 825 214,226 SH   DFND 1 214,226 0 0
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OSHKOSH CORP COM 688239201 1,347 18,804 SH   SOLE   18,804 0 0
OTIS WORLDWIDE CORP COM 68902V107 9,003 158,343 SH   DFND 1 158,343 0 0
OTIS WORLDWIDE CORP COM 68902V107 19,546 343,757 SH   SOLE   343,757 0 0
OTTER TAIL CORP COM 689648103 454 11,709 SH   DFND 1 11,709 0 0
OTTER TAIL CORP COM 689648103 1,135 29,264 SH   SOLE   29,264 0 0
OWENS & MINOR INC NEW COM 690732102 401 52,676 SH   SOLE   52,676 0 0
OWENS CORNING NEW COM 690742101 1,663 29,831 SH   SOLE   29,831 0 0
OXFORD INDS INC COM 691497309 6,923 157,303 SH   DFND 1 157,303 0 0
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PBF ENERGY INC CL A 69318G106 241 23,500 SH   DFND 1 23,500 0 0
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PC CONNECTION INC COM 69318J100 425 9,178 SH   SOLE   9,178 0 0
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PDC ENERGY INC COM 69327R101 209 16,812 SH   DFND 1 16,812 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 10,423 11,379,000 SH   SOLE   11,379,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 26 28,000 SH   DFND 1 28,000 0 0
PDF SOLUTIONS INC COM 693282105 462 23,598 SH   SOLE   23,598 0 0
PGT INNOVATIONS INC COM 69336V101 773 49,322 SH   SOLE   49,322 0 0
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PGIM HIGH YIELD BOND FUND IN COM 69346H100 1,416 107,045 SH   DFND 1 107,045 0 0
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PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 1,486 116,828 SH   DFND 1 116,828 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,065 19,626 SH   SOLE   19,626 0 0
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PNM RES INC COM 69349H107 7,538 196,106 SH   DFND 1 196,106 0 0
PPG INDS INC COM 693506107 16,152 152,287 SH   SOLE   152,287 0 0
PPG INDS INC COM 693506107 5,898 55,614 SH   DFND 1 55,614 0 0
PPL CORP COM 69351T106 919 35,555 SH   SOLE   35,555 0 0
PRA HEALTH SCIENCES INC COM 69354M108 6,664 68,496 SH   DFND 1 68,496 0 0
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PRA GROUP INC COM 69354N106 1,474 38,119 SH   SOLE   38,119 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 990 7,479 SH   DFND 1 7,479 0 0
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PVH CORPORATION COM 693656100 468 9,736 SH   DFND 1 9,736 0 0
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PTC INC COM 69370C100 2,346 30,160 SH   SOLE   30,160 0 0
PACCAR INC COM 693718108 1,197 15,990 SH   SOLE   15,990 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,467 67,645 SH   SOLE   67,645 0 0
PACIRA BIOSCIENCES COM 695127100 1,850 35,256 SH   SOLE   35,256 0 0
PACKAGING CORP AMER COM 695156109 434 4,349 SH   SOLE   4,349 0 0
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PACWEST BANCORP DEL COM 695263103 1,248 63,338 SH   SOLE   63,338 0 0
PALO ALTO NETWORKS INC COM 697435105 6,774 29,494 SH   DFND 1 29,494 0 0
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PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,138 2,000,000 SH   SOLE   2,000,000 0 0
PALOMAR HLDGS INC COM 69753M105 1,271 14,818 SH   SOLE   14,818 0 0
PAPA JOHNS INTL INC COM 698813102 489 6,154 SH   SOLE   6,154 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 292 32,461 SH   SOLE   32,461 0 0
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PARK HOTELS RESORTS INC COM 700517105 286 28,882 SH   DFND 1 28,882 0 0
PARK HOTELS RESORTS INC COM 700517105 2,236 226,106 SH   SOLE   226,106 0 0
PARKER HANNIFIN CORP COM 701094104 21,805 118,977 SH   DFND 1 118,977 0 0
PARKER HANNIFIN CORP COM 701094104 43,085 235,093 SH   SOLE   235,093 0 0
PARTY CITY HOLDCO INC COM 702149105 331 221,879 SH   DFND 1 221,879 0 0
PARTY CITY HOLDCO INC COM 702149105 840 563,576 SH   SOLE   563,576 0 0
PATRICK INDS INC COM 703343103 603 9,841 SH   DFND 1 9,841 0 0
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PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 8,427 8,431,000 SH   SOLE   8,431,000 0 0
PATTERSON COS INC COM 703395103 525 23,851 SH   SOLE   23,851 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,192 343,489 SH   SOLE   343,489 0 0
PATTERSON UTI ENERGY INC COM 703481101 254 73,242 SH   DFND 1 73,242 0 0
PAYCHEX INC COM 704326107 21,838 288,297 SH   SOLE   288,297 0 0
PAYCHEX INC COM 704326107 991 13,086 SH   DFND 1 13,086 0 0
PAYCOM SOFTWARE INC COM 70432V102 691 2,232 SH   SOLE   2,232 0 0
PAYLOCITY HLDG CORP COM 70438V106 1,450 9,936 SH   SOLE   9,936 0 0
PAYPAL HLDGS INC COM 70450Y103 100,562 577,182 SH   SOLE   577,182 0 0
PAYPAL HLDGS INC COM 70450Y103 36,856 211,535 SH   DFND 1 211,535 0 0
PEABODY ENERGY CORP NEW COM 704551100 122 42,386 SH   DFND 1 42,386 0 0
PEABODY ENERGY CORP NEW COM 704551100 311 107,828 SH   SOLE   107,828 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 493 36,120 SH   SOLE   36,120 0 0
PENN NATL GAMING INC COM 707569109 2,449 80,189 SH   DFND 1 80,189 0 0
PENN NATL GAMING INC COM 707569109 6,420 210,211 SH   SOLE   210,211 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 1,282 856,000 SH   SOLE   856,000 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 216 144,000 SH   DFND 1 144,000 0 0
PENN VA CORP COM 70788V102 108 11,280 SH   SOLE   11,280 0 0
PENNANT GROUP INC COM 70805E109 496 21,938 SH   SOLE   21,938 0 0
PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 154 113,093 SH   SOLE   113,093 0 0
PENNSYLVANIA REAL ESTATE INV SH BEN INT 709102107 33 24,407 SH   DFND 1 24,407 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,465 83,569 SH   SOLE   83,569 0 0
PENUMBRA INC COM 70975L107 1,633 9,133 SH   SOLE   9,133 0 0
PEOPLES BANCORP INC COM 709789101 554 26,012 SH   SOLE   26,012 0 0
PEOPLES BANCORP INC COM 709789101 223 10,498 SH   DFND 1 10,498 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 227 19,648 SH   SOLE   19,648 0 0
PEPSICO INC COM 713448108 4,962 37,516 SH   DFND 1 37,516 0 0
PEPSICO INC COM 713448108 53,440 404,052 SH   SOLE   404,052 0 0
PERDOCEO ED CORP COM 71363P106 921 57,805 SH   SOLE   57,805 0 0
PERFICIENT INC COM 71375U101 991 27,690 SH   SOLE   27,690 0 0
PERKINELMER INC COM 714046109 5,873 59,871 SH   DFND 1 59,871 0 0
PERKINELMER INC COM 714046109 8,154 83,132 SH   SOLE   83,132 0 0
PERSPECTA INC COM 715347100 876 37,706 SH   SOLE   37,706 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 522 23,864 SH   SOLE   23,864 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 741 33,876 SH   DFND 1 33,876 0 0
PETMED EXPRESS INC COM 716382106 602 16,879 SH   SOLE   16,879 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 942 113,867 SH   DFND 1 113,867 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 648 78,337 SH   SOLE   78,337 0 0
PFIZER INC COM 717081103 1,897 58,020 SH   DFND 1 58,020 0 0
PFIZER INC COM 717081103 17,130 523,847 SH   SOLE   523,847 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 446 16,981 SH   SOLE   16,981 0 0
PHILIP MORRIS INTL INC COM 718172109 20,417 291,416 SH   DFND 1 291,416 0 0
PHILIP MORRIS INTL INC COM 718172109 59,863 854,460 SH   SOLE   854,460 0 0
PHILLIPS 66 COM 718546104 1,452 20,197 SH   SOLE   20,197 0 0
PHOTRONICS INC COM 719405102 607 54,507 SH   SOLE   54,507 0 0
PHYSICIANS RLTY TR COM 71943U104 318 18,127 SH   DFND 1 18,127 0 0
PHYSICIANS RLTY TR COM 71943U104 4,238 241,887 SH   SOLE   241,887 0 0
PILGRIMS PRIDE CORP COM 72147K108 242 14,313 SH   SOLE   14,313 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 296 16,058 SH   SOLE   16,058 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 1,369 74,297 SH   DFND 1 74,297 0 0
PINDUODUO INC SPONSORED ADS 722304102 1,019 11,873 SH   DFND 1 11,873 0 0
PINDUODUO INC SPONSORED ADS 722304102 705 8,213 SH   SOLE   8,213 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 827 19,695 SH   SOLE   19,695 0 0
PINNACLE WEST CAP CORP COM 723484101 378 5,159 SH   SOLE   5,159 0 0
PIONEER HIGH INCOME TR COM 72369H106 1,006 135,166 SH   DFND 1 135,166 0 0
PIONEER NAT RES CO COM 723787107 14,994 153,474 SH   DFND 1 153,474 0 0
PIONEER NAT RES CO COM 723787107 29,018 297,007 SH   SOLE   297,007 0 0
PIPER SANDLER COMPANIES COM 724078100 718 12,139 SH   SOLE   12,139 0 0
PITNEY BOWES INC COM 724479100 376 144,492 SH   SOLE   144,492 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,095 123,024 SH   SOLE   123,024 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 430 48,359 SH   DFND 1 48,359 0 0
PLANET FITNESS INC CL A 72703H101 14,173 233,989 SH   DFND 1 233,989 0 0
PLANET FITNESS INC CL A 72703H101 31,379 518,065 SH   SOLE   518,065 0 0
PLANTRONICS INC NEW COM 727493108 410 27,937 SH   SOLE   27,937 0 0
PLEXUS CORP COM 729132100 17,288 245,012 SH   SOLE   245,012 0 0
PLEXUS CORP COM 729132100 11,931 169,086 SH   DFND 1 169,086 0 0
PLYMOUTH INDL REIT INC COM 729640102 245 19,176 SH   SOLE   19,176 0 0
POLARIS INC COM 731068102 1,569 16,958 SH   SOLE   16,958 0 0
POLYONE CORP COM 73179P106 662 25,248 SH   SOLE   25,248 0 0
POOL CORPORATION COM 73278L105 3,716 13,668 SH   SOLE   13,668 0 0
POOL CORPORATION COM 73278L105 279 1,027 SH   DFND 1 1,027 0 0
POPULAR INC COM NEW 733174700 16,731 450,127 SH   SOLE   450,127 0 0
POPULAR INC COM NEW 733174700 6,776 182,288 SH   DFND 1 182,288 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 5,286 126,423 SH   DFND 1 126,423 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 6,871 164,334 SH   SOLE   164,334 0 0
POST HLDGS INC COM 737446104 1,551 17,703 SH   SOLE   17,703 0 0
POTLATCHDELTIC CORPORATION COM 737630103 2,038 53,585 SH   SOLE   53,585 0 0
POTLATCHDELTIC CORPORATION COM 737630103 546 14,366 SH   DFND 1 14,366 0 0
POWELL INDS INC COM 739128106 202 7,382 SH   SOLE   7,382 0 0
POWER INTEGRATIONS INC COM 739276103 2,951 24,977 SH   SOLE   24,977 0 0
PRECISION BIOSCIENCES INC COM 74019P108 110 13,265 SH   DFND 1 13,265 0 0
PRECISION BIOSCIENCES INC COM 74019P108 281 33,748 SH   SOLE   33,748 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 487 11,361 SH   SOLE   11,361 0 0
PREFERRED APT CMNTYS INC COM 74039L103 278 36,601 SH   DFND 1 36,601 0 0
PREFERRED APT CMNTYS INC COM 74039L103 682 89,756 SH   SOLE   89,756 0 0
PREMIER FINANCIAL CORP COM 74052F108 3,362 190,247 SH   SOLE   190,247 0 0
PREMIER FINANCIAL CORP COM 74052F108 1,513 85,623 SH   DFND 1 85,623 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 520 13,836 SH   SOLE   13,836 0 0
PRICE T ROWE GROUP INC COM 74144T108 14,159 114,644 SH   SOLE   114,644 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,203 42,133 SH   DFND 1 42,133 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 142 134,000 SH   DFND 1 134,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 4,745 4,466,000 SH   SOLE   4,466,000 0 0
PRICESMART INC COM 741511109 1,128 18,698 SH   SOLE   18,698 0 0
PRIMORIS SVCS CORP COM 74164F103 8,923 502,430 SH   DFND 1 502,430 0 0
PRIMORIS SVCS CORP COM 74164F103 11,687 658,045 SH   SOLE   658,045 0 0
PRIMERICA INC COM 74164M108 15,365 131,773 SH   DFND 1 131,773 0 0
PRIMERICA INC COM 74164M108 21,311 182,774 SH   SOLE   182,774 0 0
PRIMO WATER CORPORATION COM 74167P108 17,949 1,305,405 SH   DFND 1 1,305,405 0 0
PRIMO WATER CORPORATION COM 74167P108 23,431 1,704,108 SH   SOLE   1,704,108 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 490 11,788 SH   SOLE   11,788 0 0
PROASSURANCE CORP COM 74267C106 652 45,082 SH   SOLE   45,082 0 0
PROCTER AND GAMBLE CO COM 742718109 6,456 53,996 SH   DFND 1 53,996 0 0
PROCTER AND GAMBLE CO COM 742718109 61,751 516,442 SH   SOLE   516,442 0 0
PROGRESS SOFTWARE CORP COM 743312100 465 11,990 SH   DFND 1 11,990 0 0
PROGRESS SOFTWARE CORP COM 743312100 2,631 67,886 SH   SOLE   67,886 0 0
PROGRESSIVE CORP OHIO COM 743315103 4,143 51,713 SH   SOLE   51,713 0 0
PROLOGIS INC. COM 74340W103 41,875 448,673 SH   SOLE   448,673 0 0
PROOFPOINT INC COM 743424103 7,134 64,198 SH   SOLE   64,198 0 0
PROOFPOINT INC COM 743424103 3,579 32,207 SH   DFND 1 32,207 0 0
PROPETRO HLDG CORP COM 74347M108 676 131,432 SH   SOLE   131,432 0 0
PROPETRO HLDG CORP COM 74347M108 126 24,493 SH   DFND 1 24,493 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 9,242 73,889 SH   SOLE   73,889 0 0
PROSHARES TR PSHS ULT S&P 500 74347R107 2,781 22,235 SH   DFND 1 22,235 0 0
PROSPECT CAP CORP NOTE 4.950% 7/1 74348TAR3 1,683 1,850,000 SH   SOLE   1,850,000 0 0
PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 2,204 2,250,000 SH   SOLE   2,250,000 0 0
PROSIGHT GLOBAL INC COM 74349J103 2,985 335,422 SH   DFND 1 335,422 0 0
PROSIGHT GLOBAL INC COM 74349J103 4,946 555,737 SH   SOLE   555,737 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,520 25,597 SH   SOLE   25,597 0 0
PROTO LABS INC COM 743713109 2,505 22,276 SH   SOLE   22,276 0 0
PROVIDENCE SVC CORP COM 743815102 756 9,577 SH   SOLE   9,577 0 0
PROVIDENT FINL SVCS INC COM 74386T105 910 63,005 SH   SOLE   63,005 0 0
PRUDENTIAL FINL INC COM 744320102 1,113 18,269 SH   SOLE   18,269 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,140 23,187 SH   SOLE   23,187 0 0
PUBLIC STORAGE COM 74460D109 8,779 45,750 SH   SOLE   45,750 0 0
PULTE GROUP INC COM 745867101 1,672 49,132 SH   DFND 1 49,132 0 0
PULTE GROUP INC COM 745867101 4,450 130,757 SH   SOLE   130,757 0 0
QCR HOLDINGS INC COM 74727A104 1,459 46,798 SH   DFND 1 46,798 0 0
QCR HOLDINGS INC COM 74727A104 3,317 106,382 SH   SOLE   106,382 0 0
QAD INC CL A 74727D306 2,167 52,488 SH   SOLE   52,488 0 0
QAD INC CL A 74727D306 956 23,151 SH   DFND 1 23,151 0 0
QUAD / GRAPHICS INC COM CL A 747301109 189 58,163 SH   SOLE   58,163 0 0
QUAD / GRAPHICS INC COM CL A 747301109 74 22,735 SH   DFND 1 22,735 0 0
QUAKER CHEM CORP COM 747316107 9,995 53,839 SH   SOLE   53,839 0 0
QUAKER CHEM CORP COM 747316107 3,854 20,760 SH   DFND 1 20,760 0 0
QEP RESOURCES INC COM 74733V100 826 640,284 SH   SOLE   640,284 0 0
QEP RESOURCES INC COM 74733V100 235 182,233 SH   DFND 1 182,233 0 0
QTS RLTY TR INC COM CL A 74736A103 5,814 90,723 SH   SOLE   90,723 0 0
QTS RLTY TR INC COM CL A 74736A103 779 12,150 SH   DFND 1 12,150 0 0
QORVO INC COM 74736K101 582 5,261 SH   SOLE   5,261 0 0
Q2 HLDGS INC COM 74736L109 8,636 100,659 SH   SOLE   100,659 0 0
Q2 HLDGS INC COM 74736L109 4,331 50,489 SH   DFND 1 50,489 0 0
QUALCOMM INC COM 747525103 30,450 333,842 SH   SOLE   333,842 0 0
QUALCOMM INC COM 747525103 15,262 167,325 SH   DFND 1 167,325 0 0
QUALYS INC COM 74758T303 963 9,255 SH   SOLE   9,255 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 381 27,456 SH   SOLE   27,456 0 0
QUANTA SVCS INC COM 74762E102 250 6,368 SH   SOLE   6,368 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,205 10,577 SH   DFND 1 10,577 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,378 29,645 SH   SOLE   29,645 0 0
QUIDEL CORP COM 74838J101 2,362 10,558 SH   SOLE   10,558 0 0
QUINSTREET INC COM 74874Q100 14,942 1,428,517 SH   SOLE   1,428,517 0 0
QUINSTREET INC COM 74874Q100 10,500 1,003,867 SH   DFND 1 1,003,867 0 0
QURATE RETAIL INC COM SER A 74915M100 1,123 118,239 SH   DFND 1 118,239 0 0
QURATE RETAIL INC COM SER A 74915M100 2,747 289,142 SH   SOLE   289,142 0 0
RLI CORP COM 749607107 907 11,045 SH   SOLE   11,045 0 0
RLJ LODGING TR COM 74965L101 716 75,829 SH   SOLE   75,829 0 0
RPC INC COM 749660106 409 132,695 SH   SOLE   132,695 0 0
RPC INC COM 749660106 135 43,950 SH   DFND 1 43,950 0 0
RMR GROUP INC CL A 74967R106 203 6,873 SH   SOLE   6,873 0 0
RH COM 74967X103 76,197 306,135 SH   SOLE   306,135 0 0
RH COM 74967X103 75,786 304,483 SH   DFND 1 304,483 0 0
RPM INTL INC COM 749685103 604 8,044 SH   DFND 1 8,044 0 0
RPM INTL INC COM 749685103 4,236 56,431 SH   SOLE   56,431 0 0
RPT REALTY SH BEN INT 74971D101 469 67,452 SH   SOLE   67,452 0 0
RADIAN GROUP INC COM 750236101 23,986 1,546,458 SH   DFND 1 1,546,458 0 0
RADIAN GROUP INC COM 750236101 25,047 1,614,919 SH   SOLE   1,614,919 0 0
RADNET INC COM 750491102 556 35,014 SH   SOLE   35,014 0 0
RAMBUS INC DEL COM 750917106 1,441 94,813 SH   SOLE   94,813 0 0
RANGE RES CORP COM 75281A109 1,714 304,521 SH   SOLE   304,521 0 0
RANGE RES CORP COM 75281A109 280 49,709 SH   DFND 1 49,709 0 0
RAVEN INDS INC COM 754212108 13,479 626,635 SH   SOLE   626,635 0 0
RAVEN INDS INC COM 754212108 9,857 458,272 SH   DFND 1 458,272 0 0
RAYMOND JAMES FINL INC COM 754730109 22,505 326,961 SH   DFND 1 326,961 0 0
RAYMOND JAMES FINL INC COM 754730109 41,228 598,986 SH   SOLE   598,986 0 0
RAYONIER INC COM 754907103 6,912 278,830 SH   SOLE   278,830 0 0
RAYONIER INC COM 754907103 4,564 184,090 SH   DFND 1 184,090 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 118 41,851 SH   SOLE   41,851 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 37,817 613,721 SH   SOLE   613,721 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 19,514 316,691 SH   DFND 1 316,691 0 0
RE MAX HLDGS INC CL A 75524W108 477 15,170 SH   SOLE   15,170 0 0
READY CAPITAL CORP COM 75574U101 275 31,671 SH   SOLE   31,671 0 0
REALOGY HLDGS CORP COM 75605Y106 716 96,612 SH   SOLE   96,612 0 0
REALTY INCOME CORP COM 756109104 7,400 124,373 SH   SOLE   124,373 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 642 4,116 SH   DFND 1 4,116 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 1,637 10,491 SH   SOLE   10,491 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 263 25,803 SH   SOLE   25,803 0 0
RED ROCK RESORTS INC CL A 75700L108 1,932 177,050 SH   DFND 1 177,050 0 0
RED ROCK RESORTS INC CL A 75700L108 3,930 360,174 SH   SOLE   360,174 0 0
REDWOOD TR INC COM 758075402 612 87,416 SH   DFND 1 87,416 0 0
REDWOOD TR INC COM 758075402 2,238 319,757 SH   SOLE   319,757 0 0
REGAL BELOIT CORP COM 758750103 3,288 37,656 SH   DFND 1 37,656 0 0
REGAL BELOIT CORP COM 758750103 8,717 99,833 SH   SOLE   99,833 0 0
REGENCY CTRS CORP COM 758849103 5,128 111,740 SH   SOLE   111,740 0 0
REGENERON PHARMACEUTICALS COM 75886F107 28,123 45,094 SH   SOLE   45,094 0 0
REGIS CORP MINN COM 758932107 166 20,259 SH   SOLE   20,259 0 0
REGENXBIO INC COM 75901B107 976 26,496 SH   SOLE   26,496 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 493 44,342 SH   SOLE   44,342 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,676 46,867 SH   DFND 1 46,867 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 9,832 125,346 SH   SOLE   125,346 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,979 41,912 SH   SOLE   41,912 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,051 11,074 SH   DFND 1 11,074 0 0
RENASANT CORP COM 75970E107 1,468 58,937 SH   SOLE   58,937 0 0
RENASANT CORP COM 75970E107 696 27,950 SH   DFND 1 27,950 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 810 32,685 SH   SOLE   32,685 0 0
REPLIGEN CORP COM 759916109 4,275 34,588 SH   DFND 1 34,588 0 0
REPLIGEN CORP COM 759916109 10,122 81,889 SH   SOLE   81,889 0 0
RENT A CTR INC NEW COM 76009N100 1,127 40,514 SH   SOLE   40,514 0 0
REPUBLIC SVCS INC COM 760759100 353 4,302 SH   DFND 1 4,302 0 0
REPUBLIC SVCS INC COM 760759100 19,650 239,483 SH   SOLE   239,483 0 0
RESMED INC COM 761152107 1,285 6,691 SH   SOLE   6,691 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 1,208 103,077 SH   SOLE   103,077 0 0
RESOURCES CONNECTION INC COM 76122Q105 303 25,302 SH   SOLE   25,302 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 605 11,067 SH   SOLE   11,067 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,208 22,114 SH   DFND 1 22,114 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 1,103 97,392 SH   SOLE   97,392 0 0
RETAIL PPTYS AMER INC CL A 76131V202 541 73,921 SH   DFND 1 73,921 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,614 357,122 SH   SOLE   357,122 0 0
REX AMERICAN RESOURCES CORP COM 761624105 320 4,607 SH   SOLE   4,607 0 0
REXFORD INDL RLTY INC COM 76169C100 11,758 283,816 SH   SOLE   283,816 0 0
REXFORD INDL RLTY INC COM 76169C100 3,102 74,877 SH   DFND 1 74,877 0 0
RINGCENTRAL INC CL A 76680R206 15,962 56,006 SH   SOLE   56,006 0 0
RINGCENTRAL INC CL A 76680R206 7,738 27,149 SH   DFND 1 27,149 0 0
RING ENERGY INC COM 76680V108 58 50,012 SH   SOLE   50,012 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 15,389 376,727 SH   DFND 1 376,727 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 25,454 623,099 SH   SOLE   623,099 0 0
RITE AID CORP COM 767754872 199 11,658 SH   DFND 1 11,658 0 0
RITE AID CORP COM 767754872 406 23,770 SH   SOLE   23,770 0 0
ROBERT HALF INTL INC COM 770323103 359 6,787 SH   SOLE   6,787 0 0
ROCKWELL AUTOMATION INC COM 773903109 39,326 184,627 SH   SOLE   184,627 0 0
ROCKWELL AUTOMATION INC COM 773903109 31,806 149,326 SH   DFND 1 149,326 0 0
ROGERS CORP COM 775133101 4,083 32,765 SH   DFND 1 32,765 0 0
ROGERS CORP COM 775133101 10,083 80,925 SH   SOLE   80,925 0 0
ROLLINS INC COM 775711104 274 6,463 SH   SOLE   6,463 0 0
ROPER TECHNOLOGIES INC COM 776696106 23,337 60,107 SH   SOLE   60,107 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,917 20,391 SH   DFND 1 20,391 0 0
ROSS STORES INC COM 778296103 3,009 35,305 SH   SOLE   35,305 0 0
ROYAL GOLD INC COM 780287108 4,052 32,597 SH   SOLE   32,597 0 0
ROYCE VALUE TR INC COM 780910105 994 79,271 SH   DFND 1 79,271 0 0
ROYCE VALUE TR INC COM 780910105 287 22,917 SH   SOLE   22,917 0 0
ROYCE MICRO-CAP TR INC COM 780915104 446 61,933 SH   DFND 1 61,933 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,389 170,218 SH   SOLE   170,218 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 505 61,945 SH   DFND 1 61,945 0 0
RYDER SYS INC COM 783549108 2,500 66,652 SH   SOLE   66,652 0 0
RYDER SYS INC COM 783549108 885 23,596 SH   DFND 1 23,596 0 0
RYERSON HLDG CORP COM 783754104 224 39,834 SH   DFND 1 39,834 0 0
RYERSON HLDG CORP COM 783754104 561 99,711 SH   SOLE   99,711 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,210 34,977 SH   SOLE   34,977 0 0
S & T BANCORP INC COM 783859101 747 31,862 SH   SOLE   31,862 0 0
S&P GLOBAL INC COM 78409V104 28,428 86,282 SH   DFND 1 86,282 0 0
S&P GLOBAL INC COM 78409V104 73,814 224,032 SH   SOLE   224,032 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 24,596 82,558 SH   SOLE   82,558 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 7,530 25,276 SH   DFND 1 25,276 0 0
SEI INVTS CO COM 784117103 4,937 89,788 SH   DFND 1 89,788 0 0
SEI INVTS CO COM 784117103 13,390 243,552 SH   SOLE   243,552 0 0
SL GREEN RLTY CORP COM 78440X101 2,091 42,425 SH   SOLE   42,425 0 0
SLM CORP COM 78442P106 210 29,885 SH   DFND 1 29,885 0 0
SLM CORP COM 78442P106 1,263 179,642 SH   SOLE   179,642 0 0
SM ENERGY CO COM 78454L100 473 126,115 SH   SOLE   126,115 0 0
SM ENERGY CO COM 78454L100 55 14,605 SH   DFND 1 14,605 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 43,930 142,464 SH   DFND 1 142,464 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 391,359 1,269,162 SH   SOLE   1,269,162 0 0
SPX CORP COM 784635104 1,535 37,297 SH   SOLE   37,297 0 0
SPS COMMERCE INC COM 78463M107 2,196 29,235 SH   SOLE   29,235 0 0
SPDR SER TR S&P REGL BKG 78464A698 2,162 56,324 SH   DFND 1 56,324 0 0
SPDR SER TR S&P REGL BKG 78464A698 4,312 112,322 SH   SOLE   112,322 0 0
SPDR SER TR S&P HOMEBUILD 78464A888 955 21,759 SH   SOLE   21,759 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 24,398 241,178 SH   SOLE   241,178 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 22,714 224,531 SH   DFND 1 224,531 0 0
SP PLUS CORP COM 78469C103 331 15,961 SH   SOLE   15,961 0 0
SPX FLOW INC COM 78469X107 234 6,243 SH   DFND 1 6,243 0 0
SPX FLOW INC COM 78469X107 1,931 51,570 SH   SOLE   51,570 0 0
SVB FINANCIAL GROUP COM 78486Q101 17,843 82,786 SH   SOLE   82,786 0 0
SVB FINANCIAL GROUP COM 78486Q101 7,233 33,559 SH   DFND 1 33,559 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,504 104,217 SH   DFND 1 104,217 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,218 292,336 SH   SOLE   292,336 0 0
SABRE CORP COM 78573M104 328 40,650 SH   DFND 1 40,650 0 0
SABRE CORP COM 78573M104 898 111,461 SH   SOLE   111,461 0 0
SAFEHOLD INC COM 78645L100 638 11,106 SH   SOLE   11,106 0 0
SAFETY INS GROUP INC COM 78648T100 1,968 25,810 SH   SOLE   25,810 0 0
SAFETY INS GROUP INC COM 78648T100 482 6,324 SH   DFND 1 6,324 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,401 33,700 SH   SOLE   33,700 0 0
SAGE THERAPEUTICS INC COM 78667J108 643 15,454 SH   DFND 1 15,454 0 0
SAIA INC COM 78709Y105 24,391 219,385 SH   SOLE   219,385 0 0
SAIA INC COM 78709Y105 14,355 129,111 SH   DFND 1 129,111 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 27,036 1,021,379 SH   SOLE   1,021,379 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 18,145 685,475 SH   DFND 1 685,475 0 0
ST JOE CO COM 790148100 507 26,129 SH   SOLE   26,129 0 0
SALESFORCE COM INC COM 79466L302 15,464 82,548 SH   DFND 1 82,548 0 0
SALESFORCE COM INC COM 79466L302 48,863 260,839 SH   SOLE   260,839 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,022 81,554 SH   SOLE   81,554 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 310 24,706 SH   DFND 1 24,706 0 0
SANDERSON FARMS INC COM 800013104 634 5,468 SH   SOLE   5,468 0 0
SANDY SPRING BANCORP INC COM 800363103 601 24,252 SH   SOLE   24,252 0 0
SANDY SPRING BANCORP INC COM 800363103 236 9,509 SH   DFND 1 9,509 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 10,327 121,027 SH   SOLE   121,027 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 7,451 87,320 SH   DFND 1 87,320 0 0
SANMINA CORPORATION COM 801056102 1,430 57,091 SH   SOLE   57,091 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 11,407 619,600 SH   SOLE   619,600 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 8,172 443,866 SH   DFND 1 443,866 0 0
SAREPTA THERAPEUTICS INC COM 803607100 5,070 31,622 SH   SOLE   31,622 0 0
SAREPTA THERAPEUTICS INC COM 803607100 2,448 15,267 SH   DFND 1 15,267 0 0
SAUL CTRS INC COM 804395101 320 9,904 SH   SOLE   9,904 0 0
SCANSOURCE INC COM 806037107 681 28,287 SH   DFND 1 28,287 0 0
SCANSOURCE INC COM 806037107 2,199 91,292 SH   SOLE   91,292 0 0
HENRY SCHEIN INC COM 806407102 385 6,602 SH   SOLE   6,602 0 0
SCHLUMBERGER LTD COM 806857108 2,867 155,886 SH   SOLE   155,886 0 0
SCHLUMBERGER LTD COM 806857108 584 31,742 SH   DFND 1 31,742 0 0
SCHOLASTIC CORP COM 807066105 1,609 53,748 SH   SOLE   53,748 0 0
SCHOLASTIC CORP COM 807066105 334 11,148 SH   DFND 1 11,148 0 0
SCHWAB CHARLES CORP COM 808513105 20,931 620,370 SH   DFND 1 620,370 0 0
SCHWAB CHARLES CORP COM 808513105 50,235 1,488,898 SH   SOLE   1,488,898 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 872 26,112 SH   SOLE   26,112 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 1,060 13,647 SH   SOLE   13,647 0 0
SCIENTIFIC GAMES CORP COM 80874P109 234 15,137 SH   SOLE   15,137 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,464 10,889 SH   SOLE   10,889 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 402 45,928 SH   SOLE   45,928 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 11,408 559,211 SH   DFND 1 559,211 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 16,986 832,655 SH   SOLE   832,655 0 0
SEACOR HOLDINGS INC COM 811904101 14,076 497,044 SH   SOLE   497,044 0 0
SEACOR HOLDINGS INC COM 811904101 10,490 370,426 SH   DFND 1 370,426 0 0
SEALED AIR CORP NEW COM 81211K100 236 7,199 SH   SOLE   7,199 0 0
SEAWORLD ENTMT INC COM 81282V100 157 10,593 SH   SOLE   10,593 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 2,076 36,850 SH   SOLE   36,850 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 11,384 113,757 SH   DFND 1 113,757 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 14,806 147,958 SH   SOLE   147,958 0 0
SELECT MED HLDGS CORP COM 81619Q105 1,325 89,982 SH   SOLE   89,982 0 0
SELECTIVE INS GROUP INC COM 816300107 4,865 92,244 SH   DFND 1 92,244 0 0
SELECTIVE INS GROUP INC COM 816300107 7,395 140,216 SH   SOLE   140,216 0 0
SEMTECH CORP COM 816850101 940 17,997 SH   SOLE   17,997 0 0
SEMPRA ENERGY COM 816851109 1,586 13,529 SH   SOLE   13,529 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 15,071 154,210 SH   SOLE   154,210 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 4,903 49,900 SH   SOLE   49,900 0 0
SENECA FOODS CORP NEW CL A 817070501 1,034 30,596 SH   SOLE   30,596 0 0
SENECA FOODS CORP NEW CL A 817070501 339 10,021 SH   DFND 1 10,021 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,788 34,270 SH   SOLE   34,270 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 489 9,381 SH   DFND 1 9,381 0 0
SERVICE CORP INTL COM 817565104 1,914 49,211 SH   SOLE   49,211 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,383 195,072 SH   DFND 1 195,072 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 3,457 487,542 SH   SOLE   487,542 0 0
SERVICENOW INC COM 81762P102 144,328 356,313 SH   SOLE   356,313 0 0
SERVICENOW INC COM 81762P102 59,905 147,891 SH   DFND 1 147,891 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 24,717 8,250,000 SH   SOLE   8,250,000 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,386 38,759 SH   SOLE   38,759 0 0
SHAKE SHACK INC CL A 819047101 1,557 29,395 SH   SOLE   29,395 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,933 39,216 SH   SOLE   39,216 0 0
SHERWIN WILLIAMS CO COM 824348106 2,840 4,915 SH   DFND 1 4,915 0 0
SHERWIN WILLIAMS CO COM 824348106 20,114 34,808 SH   SOLE   34,808 0 0
SHOE CARNIVAL INC COM 824889109 217 7,429 SH   SOLE   7,429 0 0
SHOPIFY INC CL A 82509L107 1,213 1,278 SH   SOLE   1,278 0 0
SHOPIFY INC CL A 82509L107 632 666 SH   DFND 1 666 0 0
SHUTTERSTOCK INC COM 825690100 563 16,105 SH   SOLE   16,105 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,747 16,341 SH   SOLE   16,341 0 0
SILICON LABORATORIES INC COM 826919102 5,153 51,387 SH   SOLE   51,387 0 0
SILICON LABORATORIES INC COM 826919102 1,550 15,455 SH   DFND 1 15,455 0 0
SILGAN HOLDINGS INC COM 827048109 694 21,439 SH   SOLE   21,439 0 0
SILK RD MED INC COM 82710M100 10,042 239,718 SH   SOLE   239,718 0 0
SILK RD MED INC COM 82710M100 5,035 120,206 SH   DFND 1 120,206 0 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 1,561 91,209 SH   SOLE   91,209 0 0
SIMON PPTY GROUP INC NEW COM 828806109 8,214 120,130 SH   SOLE   120,130 0 0
SIMPLY GOOD FOODS CO COM 82900L102 4,027 216,712 SH   SOLE   216,712 0 0
SIMPLY GOOD FOODS CO COM 82900L102 2,019 108,676 SH   DFND 1 108,676 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 8,298 98,369 SH   SOLE   98,369 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 2,762 32,740 SH   DFND 1 32,740 0 0
SIMULATIONS PLUS INC COM 829214105 614 10,262 SH   SOLE   10,262 0 0
SITE CENTERS CORP COM 82981J109 1,751 216,186 SH   SOLE   216,186 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 3,961 34,756 SH   DFND 1 34,756 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 7,902 69,335 SH   SOLE   69,335 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 3,007 156,546 SH   SOLE   156,546 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,102 57,359 SH   DFND 1 57,359 0 0
SKECHERS U S A INC CL A 830566105 1,180 37,617 SH   SOLE   37,617 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 3,834 157,509 SH   SOLE   157,509 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 1,925 79,085 SH   DFND 1 79,085 0 0
SKYWEST INC COM 830879102 1,369 41,968 SH   SOLE   41,968 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 987 7,718 SH   SOLE   7,718 0 0
SLEEP NUMBER CORP COM 83125X103 4,785 114,903 SH   DFND 1 114,903 0 0
SLEEP NUMBER CORP COM 83125X103 7,228 173,572 SH   SOLE   173,572 0 0
SMITH A O CORP COM 831865209 4,463 94,719 SH   DFND 1 94,719 0 0
SMITH A O CORP COM 831865209 10,683 226,715 SH   SOLE   226,715 0 0
SMUCKER J M CO COM NEW 832696405 558 5,274 SH   SOLE   5,274 0 0
SNAP ON INC COM 833034101 349 2,520 SH   SOLE   2,520 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,903 13,710 SH   SOLE   13,710 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 644 20,167 SH   SOLE   20,167 0 0
SONOCO PRODS CO COM 835495102 1,451 27,754 SH   SOLE   27,754 0 0
SONY CORP SPONSORED ADR 835699307 35,127 508,129 SH   SOLE   508,129 0 0
SONY CORP SPONSORED ADR 835699307 18,742 271,109 SH   DFND 1 271,109 0 0
SOUTH JERSEY INDS INC COM 838518108 2,197 87,908 SH   SOLE   87,908 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 2,008 48,500 SH   SOLE   48,500 0 0
SOUTHERN CO COM 842587107 2,739 52,829 SH   SOLE   52,829 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 14,972 339,802 SH   SOLE   339,802 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,562 35,452 SH   DFND 1 35,452 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 720 25,974 SH   SOLE   25,974 0 0
SOUTHWEST AIRLS CO COM 844741108 55,361 1,619,689 SH   DFND 1 1,619,689 0 0
SOUTHWEST AIRLS CO COM 844741108 60,832 1,779,754 SH   SOLE   1,779,754 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 27,807 23,153,000 SH   SOLE   23,153,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 897 747,000 SH   DFND 1 747,000 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 3,040 44,032 SH   SOLE   44,032 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 938 13,580 SH   DFND 1 13,580 0 0
SOUTHWESTERN ENERGY CO COM 845467109 455 177,852 SH   DFND 1 177,852 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,322 906,968 SH   SOLE   906,968 0 0
SPARTANNASH CO COM 847215100 635 29,866 SH   SOLE   29,866 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 792 234,357 SH   SOLE   234,357 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 184 54,351 SH   DFND 1 54,351 0 0
SPIRIT AIRLS INC COM 848577102 496 27,844 SH   DFND 1 27,844 0 0
SPIRIT AIRLS INC COM 848577102 669 37,569 SH   SOLE   37,569 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 4,657 3,100,000 SH   SOLE   3,100,000 0 0
SPIRE INC COM 84857L101 5,575 84,841 SH   DFND 1 84,841 0 0
SPIRE INC COM 84857L101 8,581 130,588 SH   SOLE   130,588 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 5,450 156,342 SH   SOLE   156,342 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 958 27,494 SH   DFND 1 27,494 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,229 2,250,000 SH   SOLE   2,250,000 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 968 78,637 SH   DFND 1 78,637 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 3,022 245,514 SH   SOLE   245,514 0 0
SPOK HLDGS INC COM 84863T106 138 14,794 SH   SOLE   14,794 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,454 56,820 SH   SOLE   56,820 0 0
SPROUTS FMRS MKT INC COM 85208M102 305 11,909 SH   DFND 1 11,909 0 0
SQUARE INC CL A 852234103 74,860 713,356 SH   SOLE   713,356 0 0
SQUARE INC CL A 852234103 32,413 308,872 SH   DFND 1 308,872 0 0
STAG INDL INC COM 85254J102 3,337 113,820 SH   SOLE   113,820 0 0
STAG INDL INC COM 85254J102 561 19,141 SH   DFND 1 19,141 0 0
STAMPS COM INC COM NEW 852857200 2,495 13,585 SH   SOLE   13,585 0 0
STANDARD MTR PRODS INC COM 853666105 1,997 48,477 SH   DFND 1 48,477 0 0
STANDARD MTR PRODS INC COM 853666105 5,151 125,036 SH   SOLE   125,036 0 0
STANDEX INTL CORP COM 854231107 10,686 185,682 SH   SOLE   185,682 0 0
STANDEX INTL CORP COM 854231107 4,387 76,234 SH   DFND 1 76,234 0 0
STANLEY BLACK & DECKER INC COM 854502101 994 7,128 SH   SOLE   7,128 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 362 4,044 SH   DFND 1 4,044 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 6,215 69,456 SH   SOLE   69,456 0 0
STARBUCKS CORP COM 855244109 3,976 54,026 SH   SOLE   54,026 0 0
STATE AUTO FINL CORP COM 855707105 2,924 163,825 SH   SOLE   163,825 0 0
STATE AUTO FINL CORP COM 855707105 2,233 125,080 SH   DFND 1 125,080 0 0
STARWOOD PPTY TR INC COM 85571B105 1,946 130,090 SH   SOLE   130,090 0 0
STARWOOD PPTY TR INC COM 85571B105 793 53,037 SH   DFND 1 53,037 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 3,573 3,739,000 SH   SOLE   3,739,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 154 161,000 SH   DFND 1 161,000 0 0
STATE STR CORP COM 857477103 1,035 16,279 SH   SOLE   16,279 0 0
STEEL DYNAMICS INC COM 858119100 36,062 1,382,233 SH   SOLE   1,382,233 0 0
STEEL DYNAMICS INC COM 858119100 30,714 1,177,223 SH   DFND 1 1,177,223 0 0
STEPAN CO COM 858586100 1,626 16,741 SH   SOLE   16,741 0 0
STERICYCLE INC COM 858912108 1,414 25,253 SH   SOLE   25,253 0 0
STERLING BANCORP DEL COM 85917A100 630 53,717 SH   SOLE   53,717 0 0
STEWART INFORMATION SVCS COR COM 860372101 644 19,823 SH   SOLE   19,823 0 0
STIFEL FINL CORP COM 860630102 898 18,926 SH   SOLE   18,926 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 12,315 449,294 SH   SOLE   449,294 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 5,969 217,784 SH   DFND 1 217,784 0 0
STONERIDGE INC COM 86183P102 5,858 283,535 SH   DFND 1 283,535 0 0
STONERIDGE INC COM 86183P102 7,672 371,324 SH   SOLE   371,324 0 0
STORE CAP CORP COM 862121100 1,147 48,179 SH   DFND 1 48,179 0 0
STORE CAP CORP COM 862121100 7,778 326,653 SH   SOLE   326,653 0 0
STRATEGIC ED INC COM 86272C103 943 6,137 SH   SOLE   6,137 0 0
STRYKER CORPORATION COM 863667101 66,380 368,388 SH   SOLE   368,388 0 0
STRYKER CORPORATION COM 863667101 20,001 111,000 SH   DFND 1 111,000 0 0
STURM RUGER & CO INC COM 864159108 1,057 13,902 SH   SOLE   13,902 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 524 88,392 SH   SOLE   88,392 0 0
SUN CMNTYS INC COM 866674104 9,098 67,058 SH   SOLE   67,058 0 0
SUNCOKE ENERGY INC COM 86722A103 205 69,272 SH   SOLE   69,272 0 0
SUNRUN INC COM 86771W105 1,311 66,474 SH   SOLE   66,474 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 10,701 1,313,016 SH   DFND 1 1,313,016 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 15,078 1,850,038 SH   SOLE   1,850,038 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,044 43,969 SH   SOLE   43,969 0 0
SURMODICS INC COM 868873100 737 17,033 SH   SOLE   17,033 0 0
SWITCH INC CL A 87105L104 656 36,827 SH   SOLE   36,827 0 0
SYKES ENTERPRISES INC COM 871237103 1,175 42,490 SH   SOLE   42,490 0 0
SYNAPTICS INC COM 87157D109 565 9,402 SH   SOLE   9,402 0 0
SYNOPSYS INC COM 871607107 45,822 234,985 SH   SOLE   234,985 0 0
SYNOPSYS INC COM 871607107 9,935 50,949 SH   DFND 1 50,949 0 0
SYNOVUS FINL CORP COM NEW 87161C501 15,577 758,761 SH   DFND 1 758,761 0 0
SYNOVUS FINL CORP COM NEW 87161C501 24,343 1,185,750 SH   SOLE   1,185,750 0 0
SYNNEX CORP COM 87162W100 1,362 11,376 SH   SOLE   11,376 0 0
SYNCHRONY FINANCIAL COM 87165B103 546 24,626 SH   SOLE   24,626 0 0
SYNEOS HEALTH INC CL A 87166B102 16,902 290,165 SH   DFND 1 290,165 0 0
SYNEOS HEALTH INC CL A 87166B102 24,930 427,986 SH   SOLE   427,986 0 0
SYSCO CORP COM 871829107 3,983 72,863 SH   SOLE   72,863 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 213 7,247 SH   DFND 1 7,247 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 1,670 56,760 SH   SOLE   56,760 0 0
BLACKROCK TCP CAPITAL CORP NOTE 4.625% 3/0 87238QAD5 1,341 1,375,000 SH   SOLE   1,375,000 0 0
TJX COS INC NEW COM 872540109 2,736 54,115 SH   DFND 1 54,115 0 0
TJX COS INC NEW COM 872540109 24,005 474,792 SH   SOLE   474,792 0 0
T-MOBILE US INC COM 872590104 10,199 97,924 SH   SOLE   97,924 0 0
TRI POINTE GROUP INC COM 87265H109 452 30,753 SH   DFND 1 30,753 0 0
TRI POINTE GROUP INC COM 87265H109 1,448 98,588 SH   SOLE   98,588 0 0
TPG RE FIN TR INC COM 87266M107 605 70,319 SH   SOLE   70,319 0 0
TPG RE FIN TR INC COM 87266M107 297 34,523 SH   DFND 1 34,523 0 0
TTM TECHNOLOGIES INC COM 87305R109 981 82,703 SH   SOLE   82,703 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 9,012 7,181,000 SH   SOLE   7,181,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 488 389,000 SH   DFND 1 389,000 0 0
TABULA RASA HEALTHCARE INC COM 873379101 939 17,149 SH   SOLE   17,149 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 20,436 493,260 SH   SOLE   493,260 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 12,980 313,305 SH   DFND 1 313,305 0 0
TAILORED BRANDS INC COM 87403A107 54 57,909 SH   DFND 1 57,909 0 0
TAILORED BRANDS INC COM 87403A107 138 147,316 SH   SOLE   147,316 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3,872 27,739 SH   DFND 1 27,739 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12,465 89,309 SH   SOLE   89,309 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 625 9,147 SH   SOLE   9,147 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 920 13,449 SH   DFND 1 13,449 0 0
TALOS ENERGY INC COM 87484T108 5,144 559,085 SH   SOLE   559,085 0 0
TALOS ENERGY INC COM 87484T108 3,366 365,827 SH   DFND 1 365,827 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 558 78,233 SH   SOLE   78,233 0 0
TAPESTRY INC COM 876030107 167 12,577 SH   SOLE   12,577 0 0
TARGET CORP COM 87612E106 2,750 22,929 SH   SOLE   22,929 0 0
TARGA RES CORP COM 87612G101 990 49,325 SH   SOLE   49,325 0 0
TARGA RES CORP COM 87612G101 389 19,361 SH   DFND 1 19,361 0 0
TAUBMAN CTRS INC COM 876664103 643 17,019 SH   SOLE   17,019 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 4,585 237,693 SH   SOLE   237,693 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 1,741 90,256 SH   DFND 1 90,256 0 0
TEAM INC COM 878155100 143 25,636 SH   SOLE   25,636 0 0
TECHTARGET INC COM 87874R100 574 19,125 SH   SOLE   19,125 0 0
TEGNA INC COM 87901J105 672 60,367 SH   SOLE   60,367 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 11,507 37,006 SH   SOLE   37,006 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,835 12,333 SH   DFND 1 12,333 0 0
TELEFLEX INCORPORATED COM 879369106 23,947 65,791 SH   SOLE   65,791 0 0
TELEFLEX INCORPORATED COM 879369106 11,299 31,044 SH   DFND 1 31,044 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 536 26,966 SH   SOLE   26,966 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 330 61,412 SH   SOLE   61,412 0 0
TEMPLETON GLOBAL INCOME FD COM 880198106 634 118,101 SH   DFND 1 118,101 0 0
TEMPUR SEALY INTL INC COM 88023U101 860 11,959 SH   SOLE   11,959 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 551 30,428 SH   DFND 1 30,428 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,687 93,169 SH   SOLE   93,169 0 0
TENNANT CO COM 880345103 1,004 15,444 SH   SOLE   15,444 0 0
TENNECO INC CL A VTG COM STK 880349105 950 125,643 SH   SOLE   125,643 0 0
TENNECO INC CL A VTG COM STK 880349105 407 53,819 SH   DFND 1 53,819 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 397 29,501 SH   SOLE   29,501 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 575 42,735 SH   DFND 1 42,735 0 0
TERADATA CORP DEL COM 88076W103 624 30,014 SH   SOLE   30,014 0 0
TERADYNE INC COM 880770102 72,576 858,784 SH   SOLE   858,784 0 0
TERADYNE INC COM 880770102 68,933 815,680 SH   DFND 1 815,680 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 13,085 4,877,000 SH   SOLE   4,877,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 853 318,000 SH   DFND 1 318,000 0 0
TEREX CORP NEW COM 880779103 331 17,612 SH   SOLE   17,612 0 0
TERRITORIAL BANCORP INC COM 88145X108 802 33,715 SH   SOLE   33,715 0 0
TERRITORIAL BANCORP INC COM 88145X108 314 13,216 SH   DFND 1 13,216 0 0
TERRENO RLTY CORP COM 88146M101 8,241 156,553 SH   SOLE   156,553 0 0
TERRENO RLTY CORP COM 88146M101 5,432 103,198 SH   DFND 1 103,198 0 0
TETRA TECH INC NEW COM 88162G103 1,182 14,945 SH   SOLE   14,945 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 823 26,652 SH   SOLE   26,652 0 0
TEXAS INSTRS INC COM 882508104 104,613 823,919 SH   SOLE   823,919 0 0
TEXAS INSTRS INC COM 882508104 48,171 379,390 SH   DFND 1 379,390 0 0
TEXAS ROADHOUSE INC COM 882681109 33,919 645,223 SH   SOLE   645,223 0 0
TEXAS ROADHOUSE INC COM 882681109 21,149 402,308 SH   DFND 1 402,308 0 0
TEXTRON INC COM 883203101 344 10,439 SH   SOLE   10,439 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 35,873 99,004 SH   DFND 1 99,004 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 103,225 284,885 SH   SOLE   284,885 0 0
THERMON GROUP HLDGS INC COM 88362T103 377 25,842 SH   SOLE   25,842 0 0
THERMON GROUP HLDGS INC COM 88362T103 155 10,654 SH   DFND 1 10,654 0 0
THOR INDS INC COM 885160101 5,281 49,574 SH   SOLE   49,574 0 0
THOR INDS INC COM 885160101 1,790 16,806 SH   DFND 1 16,806 0 0
3-D SYS CORP DEL COM NEW 88554D205 696 99,503 SH   SOLE   99,503 0 0
3M CO COM 88579Y101 6,795 43,559 SH   SOLE   43,559 0 0
3M CO COM 88579Y101 909 5,828 SH   DFND 1 5,828 0 0
TIFFANY & CO NEW COM 886547108 616 5,051 SH   SOLE   5,051 0 0
TILRAY INC COM CL 2 88688T100 100 14,116 SH   DFND 1 14,116 0 0
TILRAY INC COM CL 2 88688T100 255 35,912 SH   SOLE   35,912 0 0
TIMKEN CO COM 887389104 850 18,690 SH   SOLE   18,690 0 0
TIMKENSTEEL CORP COM 887399103 130 33,431 SH   SOLE   33,431 0 0
TITAN INTL INC ILL COM 88830M102 61 41,937 SH   SOLE   41,937 0 0
TIVITY HEALTH INC COM 88870R102 414 36,525 SH   SOLE   36,525 0 0
TOLL BROTHERS INC COM 889478103 1,875 57,544 SH   DFND 1 57,544 0 0
TOLL BROTHERS INC COM 889478103 5,330 163,532 SH   SOLE   163,532 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 663 10,231 SH   SOLE   10,231 0 0
TOPBUILD CORP COM 89055F103 2,687 23,620 SH   DFND 1 23,620 0 0
TOPBUILD CORP COM 89055F103 6,590 57,927 SH   SOLE   57,927 0 0
TORO CO COM 891092108 1,964 29,606 SH   SOLE   29,606 0 0
TRACTOR SUPPLY CO COM 892356106 705 5,349 SH   SOLE   5,349 0 0
TRANSDIGM GROUP INC COM 893641100 1,019 2,306 SH   SOLE   2,306 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,334 11,694 SH   SOLE   11,694 0 0
TREDEGAR CORP COM 894650100 320 20,757 SH   SOLE   20,757 0 0
TREEHOUSE FOODS INC COM 89469A104 1,900 43,386 SH   SOLE   43,386 0 0
TREEHOUSE FOODS INC COM 89469A104 597 13,633 SH   DFND 1 13,633 0 0
TREX CO INC COM 89531P105 17,624 135,497 SH   SOLE   135,497 0 0
TREX CO INC COM 89531P105 7,653 58,834 SH   DFND 1 58,834 0 0
TRI CONTL CORP COM 895436103 301 12,196 SH   SOLE   12,196 0 0
TRI CONTL CORP COM 895436103 1,283 51,931 SH   DFND 1 51,931 0 0
TRICO BANCSHARES COM 896095106 2,165 71,095 SH   SOLE   71,095 0 0
TRICO BANCSHARES COM 896095106 851 27,946 SH   DFND 1 27,946 0 0
TRIMAS CORP COM NEW 896215209 6,049 252,558 SH   SOLE   252,558 0 0
TRIMAS CORP COM NEW 896215209 2,514 104,981 SH   DFND 1 104,981 0 0
TRIMBLE INC COM 896239100 2,984 69,093 SH   SOLE   69,093 0 0
TRINITY INDS INC COM 896522109 554 26,040 SH   SOLE   26,040 0 0
TRIP COM GROUP LTD ADS 89677Q107 448 17,275 SH   DFND 1 17,275 0 0
TRIP COM GROUP LTD ADS 89677Q107 310 11,949 SH   SOLE   11,949 0 0
TRIUMPH BANCORP INC COM 89679E300 10,369 427,233 SH   DFND 1 427,233 0 0
TRIUMPH BANCORP INC COM 89679E300 14,031 578,104 SH   SOLE   578,104 0 0
TRIUMPH GROUP INC NEW COM 896818101 391 43,399 SH   SOLE   43,399 0 0
TRIPADVISOR INC COM 896945201 529 27,833 SH   SOLE   27,833 0 0
TRUEBLUE INC COM 89785X101 462 30,253 SH   SOLE   30,253 0 0
TRUIST FINL CORP COM 89832Q109 15,912 423,760 SH   DFND 1 423,760 0 0
TRUIST FINL CORP COM 89832Q109 29,080 774,438 SH   SOLE   774,438 0 0
TRUSTCO BK CORP N Y COM 898349105 658 103,982 SH   DFND 1 103,982 0 0
TRUSTCO BK CORP N Y COM 898349105 2,185 345,239 SH   SOLE   345,239 0 0
TRUSTMARK CORP COM 898402102 516 21,043 SH   SOLE   21,043 0 0
TTEC HLDGS INC COM 89854H102 690 14,821 SH   SOLE   14,821 0 0
TUPPERWARE BRANDS CORP COM 899896104 197 41,408 SH   DFND 1 41,408 0 0
TUPPERWARE BRANDS CORP COM 899896104 594 125,034 SH   SOLE   125,034 0 0
TURNING PT BRANDS INC COM 90041L105 14,187 569,548 SH   DFND 1 569,548 0 0
TURNING PT BRANDS INC COM 90041L105 23,402 939,482 SH   SOLE   939,482 0 0
TUTOR PERINI CORP COM 901109108 588 48,250 SH   SOLE   48,250 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 87 92,000 SH   SOLE   92,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 102 108,000 SH   DFND 1 108,000 0 0
TWITTER INC COM 90184L102 31,965 1,073,023 SH   SOLE   1,073,023 0 0
TWITTER INC COM 90184L102 31,206 1,047,533 SH   DFND 1 1,047,533 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 9,247 9,450,000 SH   SOLE   9,450,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 16,283 17,285,000 SH   SOLE   17,285,000 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 686 728,000 SH   DFND 1 728,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 309 61,407 SH   DFND 1 61,407 0 0
TWO HBRS INVT CORP COM NEW 90187B408 755 149,707 SH   SOLE   149,707 0 0
II-VI INC COM 902104108 1,036 21,945 SH   DFND 1 21,945 0 0
II-VI INC COM 902104108 3,249 68,813 SH   SOLE   68,813 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 7,705 6,500,000 SH   SOLE   6,500,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 13,479 38,857 SH   SOLE   38,857 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,709 7,811 SH   DFND 1 7,811 0 0
TYSON FOODS INC CL A 902494103 806 13,496 SH   SOLE   13,496 0 0
UDR INC COM 902653104 2,731 73,070 SH   DFND 1 73,070 0 0
UDR INC COM 902653104 21,771 582,411 SH   SOLE   582,411 0 0
UFP TECHNOLOGIES INC COM 902673102 8,666 196,688 SH   SOLE   196,688 0 0
UFP TECHNOLOGIES INC COM 902673102 6,619 150,219 SH   DFND 1 150,219 0 0
UGI CORP NEW COM 902681105 773 24,294 SH   DFND 1 24,294 0 0
UGI CORP NEW COM 902681105 3,407 107,148 SH   SOLE   107,148 0 0
UMB FINL CORP COM 902788108 603 11,702 SH   SOLE   11,702 0 0
UFP INDUSTRIES INC COM 90278Q108 2,532 51,144 SH   SOLE   51,144 0 0
US BANCORP DEL COM NEW 902973304 2,314 62,858 SH   SOLE   62,858 0 0
UMH PPTYS INC COM 903002103 217 16,798 SH   DFND 1 16,798 0 0
UMH PPTYS INC COM 903002103 568 43,962 SH   SOLE   43,962 0 0
USANA HEALTH SCIENCES INC COM 90328M107 749 10,202 SH   SOLE   10,202 0 0
U S CONCRETE INC COM NEW 90333L201 329 13,257 SH   SOLE   13,257 0 0
U S PHYSICAL THERAPY INC COM 90337L108 2,118 26,141 SH   SOLE   26,141 0 0
U S PHYSICAL THERAPY INC COM 90337L108 544 6,720 SH   DFND 1 6,720 0 0
U S SILICA HLDGS INC COM 90346E103 223 61,656 SH   SOLE   61,656 0 0
UBER TECHNOLOGIES INC COM 90353T100 23,505 756,277 SH   DFND 1 756,277 0 0
UBER TECHNOLOGIES INC COM 90353T100 54,179 1,743,220 SH   SOLE   1,743,220 0 0
ULTA BEAUTY INC COM 90384S303 6,154 30,254 SH   DFND 1 30,254 0 0
ULTA BEAUTY INC COM 90384S303 13,267 65,219 SH   SOLE   65,219 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 756 33,397 SH   SOLE   33,397 0 0
UMPQUA HLDGS CORP COM 904214103 782 73,540 SH   SOLE   73,540 0 0
UNIFI INC COM NEW 904677200 157 12,197 SH   SOLE   12,197 0 0
UNIFIRST CORP MASS COM 904708104 1,910 10,673 SH   DFND 1 10,673 0 0
UNIFIRST CORP MASS COM 904708104 6,880 38,444 SH   SOLE   38,444 0 0
UNION PAC CORP COM 907818108 1,193 7,059 SH   DFND 1 7,059 0 0
UNION PAC CORP COM 907818108 8,792 52,004 SH   SOLE   52,004 0 0
UNISYS CORP COM NEW 909214306 477 43,747 SH   SOLE   43,747 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 1,318 65,530 SH   SOLE   65,530 0 0
UNITED BANKSHARES INC WEST V COM 909907107 972 35,134 SH   SOLE   35,134 0 0
UNITED AIRLS HLDGS INC COM 910047109 401 11,587 SH   SOLE   11,587 0 0
UNITED FIRE GROUP INC COM 910340108 493 17,798 SH   SOLE   17,798 0 0
UNITED INS HLDGS CORP COM 910710102 135 17,269 SH   SOLE   17,269 0 0
UNITED NAT FOODS INC COM 911163103 818 44,899 SH   SOLE   44,899 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,620 32,564 SH   SOLE   32,564 0 0
UNITED RENTALS INC COM 911363109 74,114 497,279 SH   DFND 1 497,279 0 0
UNITED RENTALS INC COM 911363109 90,377 606,391 SH   SOLE   606,391 0 0
UNITED STATES LIME & MINERAL COM 911922102 11,017 130,473 SH   DFND 1 130,473 0 0
UNITED STATES LIME & MINERAL COM 911922102 14,825 175,566 SH   SOLE   175,566 0 0
UNITED STATES STL CORP NEW COM 912909108 351 48,556 SH   DFND 1 48,556 0 0
UNITED STATES STL CORP NEW COM 912909108 1,154 159,888 SH   SOLE   159,888 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,028 25,023 SH   SOLE   25,023 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 653 5,400 SH   DFND 1 5,400 0 0
UNITEDHEALTH GROUP INC COM 91324P102 55,446 187,983 SH   SOLE   187,983 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,354 28,322 SH   DFND 1 28,322 0 0
UNITIL CORP COM 913259107 1,218 27,168 SH   SOLE   27,168 0 0
UNITIL CORP COM 913259107 480 10,705 SH   DFND 1 10,705 0 0
UNITI GROUP INC COM 91325V108 930 99,490 SH   DFND 1 99,490 0 0
UNITI GROUP INC COM 91325V108 3,706 396,351 SH   SOLE   396,351 0 0
UNIVAR SOLUTIONS INC COM 91336L107 645 38,259 SH   SOLE   38,259 0 0
UNIVERSAL CORP VA COM 913456109 869 20,449 SH   SOLE   20,449 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,752 11,711 SH   SOLE   11,711 0 0
UNIVERSAL ELECTRS INC COM 913483103 545 11,645 SH   SOLE   11,645 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,005 12,638 SH   SOLE   12,638 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 443 24,952 SH   SOLE   24,952 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 25,983 279,717 SH   DFND 1 279,717 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 26,063 280,584 SH   SOLE   280,584 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 171 10,568 SH   SOLE   10,568 0 0
URBAN OUTFITTERS INC COM 917047102 181 11,895 SH   DFND 1 11,895 0 0
URBAN OUTFITTERS INC COM 917047102 665 43,700 SH   SOLE   43,700 0 0
URBAN EDGE PPTYS COM 91704F104 1,106 93,182 SH   SOLE   93,182 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 508 42,780 SH   SOLE   42,780 0 0
US ECOLOGY INC COM 91734M103 724 21,359 SH   SOLE   21,359 0 0
V F CORP COM 918204108 899 14,753 SH   SOLE   14,753 0 0
VBI VACCINES INC COM NEW 91822J103 501 161,770 SH   SOLE   161,770 0 0
VBI VACCINES INC COM NEW 91822J103 200 64,594 SH   DFND 1 64,594 0 0
VAIL RESORTS INC COM 91879Q109 1,569 8,615 SH   DFND 1 8,615 0 0
VAIL RESORTS INC COM 91879Q109 3,658 20,083 SH   SOLE   20,083 0 0
VALE S A SPONSORED ADS 91912E105 342 33,180 SH   SOLE   33,180 0 0
VALE S A SPONSORED ADS 91912E105 495 47,967 SH   DFND 1 47,967 0 0
VALERO ENERGY CORP COM 91913Y100 22,614 384,454 SH   SOLE   384,454 0 0
VALERO ENERGY CORP COM 91913Y100 21,038 357,674 SH   DFND 1 357,674 0 0
VALLEY NATL BANCORP COM 919794107 846 108,200 SH   SOLE   108,200 0 0
VALMONT INDS INC COM 920253101 10,952 96,390 SH   DFND 1 96,390 0 0
VALMONT INDS INC COM 920253101 20,957 184,450 SH   SOLE   184,450 0 0
VALVOLINE INC COM 92047W101 988 51,113 SH   SOLE   51,113 0 0
VANDA PHARMACEUTICALS INC COM 921659108 519 45,402 SH   SOLE   45,402 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 410 5,208 SH   SOLE   5,208 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 59,029 714,120 SH   DFND 1 714,120 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 30,685 371,225 SH   SOLE   371,225 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 9,428 99,100 SH   DFND 1 99,100 0 0
VAREX IMAGING CORP COM 92214X106 496 32,727 SH   SOLE   32,727 0 0
VARIAN MED SYS INC COM 92220P105 2,466 20,124 SH   DFND 1 20,124 0 0
VARIAN MED SYS INC COM 92220P105 8,869 72,392 SH   SOLE   72,392 0 0
VECTOR GROUP LTD COM 92240M108 288 28,637 SH   DFND 1 28,637 0 0
VECTOR GROUP LTD COM 92240M108 1,738 172,795 SH   SOLE   172,795 0 0
VEECO INSTRS INC DEL COM 922417100 558 41,372 SH   SOLE   41,372 0 0
VEEVA SYS INC CL A COM 922475108 30,408 129,717 SH   DFND 1 129,717 0 0
VEEVA SYS INC CL A COM 922475108 65,909 281,159 SH   SOLE   281,159 0 0
VENTAS INC COM 92276F100 5,028 137,308 SH   SOLE   137,308 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 5,128 65,300 SH   DFND 1 65,300 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 432 5,500 SH   SOLE   5,500 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 17,299 85,600 SH   DFND 1 85,600 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 14,938 150,000 SH   DFND 1 150,000 0 0
VERA BRADLEY INC COM 92335C106 85 19,234 SH   SOLE   19,234 0 0
VEREIT INC COM 92339V100 2,156 335,234 SH   SOLE   335,234 0 0
VERISIGN INC COM 92343E102 4,244 20,519 SH   DFND 1 20,519 0 0
VERISIGN INC COM 92343E102 10,810 52,264 SH   SOLE   52,264 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 60,626 1,099,690 SH   DFND 1 1,099,690 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 142,227 2,579,846 SH   SOLE   2,579,846 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 561 568,000 SH   DFND 1 568,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 15,948 16,149,000 SH   SOLE   16,149,000 0 0
VERITEX HLDGS INC COM 923451108 679 38,373 SH   SOLE   38,373 0 0
VERITIV CORP COM 923454102 178 10,492 SH   SOLE   10,492 0 0
VERISK ANALYTICS INC COM 92345Y106 38,766 227,770 SH   SOLE   227,770 0 0
VERISK ANALYTICS INC COM 92345Y106 9,141 53,705 SH   DFND 1 53,705 0 0
VERSO CORP CL A 92531L207 1,958 163,693 SH   SOLE   163,693 0 0
VERSO CORP CL A 92531L207 748 62,505 SH   DFND 1 62,505 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 31,568 108,739 SH   DFND 1 108,739 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 94,381 325,103 SH   SOLE   325,103 0 0
VIAD CORP COM NEW 92552R406 324 17,035 SH   SOLE   17,035 0 0
VIASAT INC COM 92552V100 619 16,138 SH   SOLE   16,138 0 0
VIAVI SOLUTIONS INC COM 925550105 2,431 190,818 SH   SOLE   190,818 0 0
VIACOMCBS INC CL B 92556H206 855 36,670 SH   SOLE   36,670 0 0
VICI PPTYS INC COM 925652109 5,747 284,640 SH   SOLE   284,640 0 0
VICOR CORP COM 925815102 1,114 15,483 SH   SOLE   15,483 0 0
VIKING THERAPEUTICS INC COM 92686J106 82 11,376 SH   SOLE   11,376 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 628 31,537 SH   DFND 1 31,537 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 420 21,074 SH   SOLE   21,074 0 0
VISA INC COM CL A 92826C839 91,896 475,724 SH   DFND 1 475,724 0 0
VISA INC COM CL A 92826C839 235,515 1,219,211 SH   SOLE   1,219,211 0 0
VIRTUSA CORP COM 92827P102 13,948 429,576 SH   SOLE   429,576 0 0
VIRTUSA CORP COM 92827P102 10,120 311,670 SH   DFND 1 311,670 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 706 6,071 SH   SOLE   6,071 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 559 36,615 SH   SOLE   36,615 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 22,312 23,925,000 SH   SOLE   23,925,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 551 591,000 SH   DFND 1 591,000 0 0
VISTA OUTDOOR INC COM 928377100 702 48,558 SH   SOLE   48,558 0 0
VISTEON CORP COM NEW 92839U206 526 7,685 SH   SOLE   7,685 0 0
VISTRA ENERGY CORP COM 92840M102 1,397 75,007 SH   SOLE   75,007 0 0
VMWARE INC CL A COM 928563402 17,278 111,572 SH   SOLE   111,572 0 0
VMWARE INC CL A COM 928563402 10,130 65,413 SH   DFND 1 65,413 0 0
VONAGE HLDGS CORP COM 92886T201 1,942 193,055 SH   SOLE   193,055 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,691 44,263 SH   SOLE   44,263 0 0
VOYA ASIA PAC DIVID EQUITY I COM 92912J102 405 52,901 SH   DFND 1 52,901 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 673 139,292 SH   DFND 1 139,292 0 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 92 18,945 SH   SOLE   18,945 0 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 657 72,800 SH   DFND 1 72,800 0 0
VULCAN MATLS CO COM 929160109 704 6,073 SH   SOLE   6,073 0 0
WD-40 CO COM 929236107 2,269 11,440 SH   SOLE   11,440 0 0
WP CAREY INC COM 92936U109 921 13,614 SH   SOLE   13,614 0 0
WEC ENERGY GROUP INC COM 92939U106 1,445 16,485 SH   SOLE   16,485 0 0
WABASH NATL CORP COM 929566107 470 44,236 SH   SOLE   44,236 0 0
WABTEC COM 929740108 482 8,371 SH   SOLE   8,371 0 0
WADDELL & REED FINL INC CL A 930059100 852 54,928 SH   SOLE   54,928 0 0
WALMART INC COM 931142103 50,750 423,697 SH   DFND 1 423,697 0 0
WALMART INC COM 931142103 115,991 968,369 SH   SOLE   968,369 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,432 33,791 SH   SOLE   33,791 0 0
WALKER & DUNLOP INC COM 93148P102 1,866 36,727 SH   SOLE   36,727 0 0
WALKER & DUNLOP INC COM 93148P102 249 4,906 SH   DFND 1 4,906 0 0
WARRIOR MET COAL INC COM 93627C101 659 42,803 SH   SOLE   42,803 0 0
WASHINGTON FED INC COM 938824109 561 20,913 SH   SOLE   20,913 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 88 104,641 SH   DFND 1 104,641 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 311 369,435 SH   SOLE   369,435 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1,530 68,901 SH   SOLE   68,901 0 0
WASHINGTON TR BANCORP COM 940610108 1,747 53,333 SH   SOLE   53,333 0 0
WASHINGTON TR BANCORP COM 940610108 671 20,477 SH   DFND 1 20,477 0 0
WASTE CONNECTIONS INC COM 94106B101 24,797 264,389 SH   SOLE   264,389 0 0
WASTE CONNECTIONS INC COM 94106B101 4,315 46,008 SH   DFND 1 46,008 0 0
WASTE MGMT INC DEL COM 94106L109 16,520 155,979 SH   SOLE   155,979 0 0
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WATERS CORP COM 941848103 3,316 18,384 SH   SOLE   18,384 0 0
WATSCO INC COM 942622200 8,953 50,385 SH   SOLE   50,385 0 0
WATSCO INC COM 942622200 3,485 19,611 SH   DFND 1 19,611 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,864 23,009 SH   SOLE   23,009 0 0
WAYFAIR INC CL A 94419L101 213 1,080 SH   SOLE   1,080 0 0
WEBSTER FINL CORP CONN COM 947890109 7,821 273,377 SH   SOLE   273,377 0 0
WEBSTER FINL CORP CONN COM 947890109 3,042 106,325 SH   DFND 1 106,325 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,934 102,156 SH   SOLE   102,156 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,682 2,100,000 SH   SOLE   2,100,000 0 0
WELLS FARGO CO NEW COM 949746101 35,951 1,404,327 SH   SOLE   1,404,327 0 0
WELLS FARGO CO NEW COM 949746101 18,351 716,832 SH   DFND 1 716,832 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 27,847 21,470 SH   SOLE   21,470 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 6,350 4,896 SH   DFND 1 4,896 0 0
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WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 1,135 161,670 SH   DFND 1 161,670 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 104 23,909 SH   SOLE   23,909 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 850 196,311 SH   DFND 1 196,311 0 0
WELLTOWER INC COM 95040Q104 9,171 177,210 SH   SOLE   177,210 0 0
WENDYS CO COM 95058W100 1,801 82,683 SH   SOLE   82,683 0 0
WENDYS CO COM 95058W100 358 16,437 SH   DFND 1 16,437 0 0
WERNER ENTERPRISES INC COM 950755108 690 15,843 SH   SOLE   15,843 0 0
WESBANCO INC COM 950810101 408 20,080 SH   DFND 1 20,080 0 0
WESBANCO INC COM 950810101 897 44,158 SH   SOLE   44,158 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 324 1,426 SH   DFND 1 1,426 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,597 7,032 SH   SOLE   7,032 0 0
WESTAMERICA BANCORPORATION COM 957090103 1,660 28,905 SH   SOLE   28,905 0 0
WESTERN ALLIANCE BANCORP COM 957638109 51,138 1,350,361 SH   DFND 1 1,350,361 0 0
WESTERN ALLIANCE BANCORP COM 957638109 57,638 1,522,008 SH   SOLE   1,522,008 0 0
WESTERN ASSET EMERGING MKTS COM 95766A101 1,265 102,659 SH   DFND 1 102,659 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 102 16,496 SH   SOLE   16,496 0 0
WESTERN ASSET HIGH INCM FD I COM 95766J102 88 14,260 SH   DFND 1 14,260 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 1,390 300,852 SH   DFND 1 300,852 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 458 99,123 SH   SOLE   99,123 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 267 97,512 SH   DFND 1 97,512 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 684 249,472 SH   SOLE   249,472 0 0
WESTERN DIGITAL CORP. COM 958102105 705 15,962 SH   SOLE   15,962 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 9,306 9,900,000 SH   SOLE   9,900,000 0 0
WESTERN UN CO COM 959802109 3,042 140,722 SH   SOLE   140,722 0 0
WESTROCK CO COM 96145D105 336 11,889 SH   SOLE   11,889 0 0
WEX INC COM 96208T104 4,048 24,533 SH   DFND 1 24,533 0 0
WEX INC COM 96208T104 10,334 62,627 SH   SOLE   62,627 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 2,483 110,561 SH   SOLE   110,561 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 412 9,346 SH   SOLE   9,346 0 0
WHIRLPOOL CORP COM 963320106 373 2,876 SH   SOLE   2,876 0 0
WHITESTONE REIT COM 966084204 256 35,269 SH   SOLE   35,269 0 0
WILEY JOHN & SONS INC CL A 968223206 471 12,084 SH   SOLE   12,084 0 0
WILLDAN GROUP INC COM 96924N100 4,055 162,152 SH   DFND 1 162,152 0 0
WILLDAN GROUP INC COM 96924N100 9,252 369,915 SH   SOLE   369,915 0 0
WILLIAMS COS INC COM 969457100 1,058 55,634 SH   SOLE   55,634 0 0
WILLIAMS SONOMA INC COM 969904101 2,008 24,482 SH   SOLE   24,482 0 0
WINGSTOP INC COM 974155103 5,239 37,700 SH   DFND 1 37,700 0 0
WINGSTOP INC COM 974155103 14,715 105,889 SH   SOLE   105,889 0 0
WINNEBAGO INDS INC COM 974637100 1,879 28,205 SH   SOLE   28,205 0 0
WINTRUST FINL CORP COM 97650W108 5,273 120,878 SH   DFND 1 120,878 0 0
WINTRUST FINL CORP COM 97650W108 12,476 286,008 SH   SOLE   286,008 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 765 230,999 SH   SOLE   230,999 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,108 334,622 SH   DFND 1 334,622 0 0
WISDOMTREE INVTS INC COM 97717P104 345 99,507 SH   SOLE   99,507 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,619 67,986 SH   SOLE   67,986 0 0
WOODWARD INC COM 980745103 1,214 15,658 SH   SOLE   15,658 0 0
WORKHORSE GROUP INC COM NEW 98138J206 474 27,281 SH   DFND 1 27,281 0 0
WORKHORSE GROUP INC COM NEW 98138J206 1,210 69,584 SH   SOLE   69,584 0 0
WORLD ACCEP CORP DEL COM 981419104 288 4,400 SH   SOLE   4,400 0 0
WORLD FUEL SVCS CORP COM 981475106 451 17,491 SH   SOLE   17,491 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 556 12,794 SH   SOLE   12,794 0 0
WORTHINGTON INDS INC COM 981811102 925 24,798 SH   SOLE   24,798 0 0
WORTHINGTON INDS INC COM 981811102 269 7,207 SH   DFND 1 7,207 0 0
WPX ENERGY INC COM 98212B103 37,728 5,913,544 SH   DFND 1 5,913,544 0 0
WPX ENERGY INC COM 98212B103 40,702 6,379,551 SH   SOLE   6,379,551 0 0
WW INTL INC COM 98262P101 327 12,873 SH   SOLE   12,873 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 663 23,518 SH   SOLE   23,518 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,096 25,716 SH   SOLE   25,716 0 0
WYNN RESORTS LTD COM 983134107 332 4,452 SH   SOLE   4,452 0 0
XPO LOGISTICS INC COM 983793100 1,870 24,209 SH   DFND 1 24,209 0 0
XPO LOGISTICS INC COM 983793100 5,752 74,462 SH   SOLE   74,462 0 0
XCEL ENERGY INC COM 98389B100 1,951 31,216 SH   SOLE   31,216 0 0
XPERI HOLDING CORP COM 98390M103 1,421 96,266 SH   SOLE   96,266 0 0
XILINX INC COM 983919101 4,926 50,061 SH   SOLE   50,061 0 0
XENIA HOTELS & RESORTS INC COM 984017103 886 94,966 SH   SOLE   94,966 0 0
XENCOR INC COM 98401F105 1,345 41,511 SH   SOLE   41,511 0 0
XYLEM INC COM 98419M100 541 8,321 SH   SOLE   8,321 0 0
YELP INC CL A 985817105 418 18,072 SH   SOLE   18,072 0 0
YETI HLDGS INC COM 98585X104 2,395 56,042 SH   SOLE   56,042 0 0
YUM BRANDS INC COM 988498101 645 7,422 SH   DFND 1 7,422 0 0
YUM BRANDS INC COM 988498101 14,167 163,009 SH   SOLE   163,009 0 0
YUM CHINA HLDGS INC COM 98850P109 1,236 25,709 SH   SOLE   25,709 0 0
YUM CHINA HLDGS INC COM 98850P109 1,776 36,956 SH   DFND 1 36,956 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 623 2,435 SH   SOLE   2,435 0 0
ZILLOW GROUP INC CL A 98954M101 45,434 790,425 SH   DFND 1 790,425 0 0
ZILLOW GROUP INC CL A 98954M101 44,996 782,810 SH   SOLE   782,810 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 7,075 59,276 SH   DFND 1 59,276 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 12,933 108,352 SH   SOLE   108,352 0 0
ZIONS BANCORPORATION N A COM 989701107 66,038 1,942,293 SH   SOLE   1,942,293 0 0
ZIONS BANCORPORATION N A COM 989701107 55,189 1,623,194 SH   DFND 1 1,623,194 0 0
ZOETIS INC CL A 98978V103 119,687 873,373 SH   SOLE   873,373 0 0
ZOETIS INC CL A 98978V103 45,168 329,598 SH   DFND 1 329,598 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 447 12,172 SH   DFND 1 12,172 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 311 8,474 SH   SOLE   8,474 0 0
ZSCALER INC COM 98980G102 10,394 94,921 SH   SOLE   94,921 0 0
ZSCALER INC COM 98980G102 5,039 46,020 SH   DFND 1 46,020 0 0
ZUMIEZ INC COM 989817101 11,590 423,290 SH   SOLE   423,290 0 0
ZUMIEZ INC COM 989817101 8,547 312,168 SH   DFND 1 312,168 0 0
ZYNEX INC COM 98986M103 318 12,780 SH   SOLE   12,780 0 0
ADIENT PLC ORD SHS G0084W101 419 25,503 SH   DFND 1 25,503 0 0
ADIENT PLC ORD SHS G0084W101 1,353 82,415 SH   SOLE   82,415 0 0
ALKERMES PLC SHS G01767105 1,347 69,417 SH   SOLE   69,417 0 0
ALKERMES PLC SHS G01767105 531 27,349 SH   DFND 1 27,349 0 0
ALLEGION PLC ORD SHS G0176J109 433 4,234 SH   DFND 1 4,234 0 0
ALLEGION PLC ORD SHS G0176J109 3,620 35,410 SH   SOLE   35,410 0 0
AMCOR PLC ORD G0250X107 744 72,828 SH   SOLE   72,828 0 0
AON PLC SHS CL A G0403H108 22,926 119,035 SH   SOLE   119,035 0 0
AON PLC SHS CL A G0403H108 1,694 8,793 SH   DFND 1 8,793 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,245 43,465 SH   SOLE   43,465 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 331 9,509 SH   DFND 1 9,509 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 841 24,159 SH   SOLE   24,159 0 0
ASSURED GUARANTY LTD COM G0585R106 53,404 2,187,776 SH   DFND 1 2,187,776 0 0
ASSURED GUARANTY LTD COM G0585R106 60,467 2,477,127 SH   SOLE   2,477,127 0 0
ATLASSIAN CORP PLC CL A G06242104 5,109 28,339 SH   DFND 1 28,339 0 0
ATLASSIAN CORP PLC CL A G06242104 15,108 83,805 SH   SOLE   83,805 0 0
AXALTA COATING SYS LTD COM G0750C108 10,838 480,636 SH   DFND 1 480,636 0 0
AXALTA COATING SYS LTD COM G0750C108 18,146 804,691 SH   SOLE   804,691 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 9,683 397,018 SH   SOLE   397,018 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 7,419 304,199 SH   DFND 1 304,199 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 8,111 110,942 SH   SOLE   110,942 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 4,001 54,732 SH   DFND 1 54,732 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 57,219 266,481 SH   SOLE   266,481 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,729 31,338 SH   DFND 1 31,338 0 0
BUNGE LIMITED COM G16962105 558 13,572 SH   SOLE   13,572 0 0
BUNGE LIMITED COM G16962105 648 15,749 SH   DFND 1 15,749 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 618 39,568 SH   DFND 1 39,568 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 3,496 223,700 SH   SOLE   223,700 0 0
CARDTRONICS PLC SHS CL A G1991C105 723 30,145 SH   SOLE   30,145 0 0
CONSOLIDATED WATER CO INC ORD G23773107 697 48,275 SH   SOLE   48,275 0 0
CONSOLIDATED WATER CO INC ORD G23773107 279 19,363 SH   DFND 1 19,363 0 0
DELPHI TECHNOLOGIES PL SHS G2709G107 339 23,853 SH   SOLE   23,853 0 0
EATON CORP PLC SHS G29183103 1,619 18,505 SH   SOLE   18,505 0 0
ENDO INTL PLC SHS G30401106 995 290,150 SH   SOLE   290,150 0 0
ENDO INTL PLC SHS G30401106 160 46,790 SH   DFND 1 46,790 0 0
ESSENT GROUP LTD COM G3198U102 2,371 65,380 SH   DFND 1 65,380 0 0
ESSENT GROUP LTD COM G3198U102 7,248 199,825 SH   SOLE   199,825 0 0
EVEREST RE GROUP LTD COM G3223R108 2,164 10,497 SH   SOLE   10,497 0 0
FABRINET SHS G3323L100 1,919 30,737 SH   SOLE   30,737 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 620 25,164 SH   SOLE   25,164 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,315 6,973 SH   SOLE   6,973 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 967 45,677 SH   SOLE   45,677 0 0
ICHOR HOLDINGS SHS G4740B105 507 19,091 SH   SOLE   19,091 0 0
IHS MARKIT LTD SHS G47567105 1,391 18,426 SH   SOLE   18,426 0 0
INVESCO LTD SHS G491BT108 187 17,407 SH   SOLE   17,407 0 0
JAMES RIV GROUP LTD COM G5005R107 1,150 25,546 SH   SOLE   25,546 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 27,219 246,687 SH   DFND 1 246,687 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 28,191 255,492 SH   SOLE   255,492 0 0
JOHNSON CTLS INTL PLC SHS G51502105 22,264 652,152 SH   DFND 1 652,152 0 0
JOHNSON CTLS INTL PLC SHS G51502105 38,658 1,132,334 SH   SOLE   1,132,334 0 0
LINDE PLC SHS G5494J103 682 3,215 SH   DFND 1 3,215 0 0
LINDE PLC SHS G5494J103 7,182 33,861 SH   SOLE   33,861 0 0
LIVANOVA PLC SHS G5509L101 646 13,421 SH   SOLE   13,421 0 0
MEDTRONIC PLC SHS G5960L103 39,499 430,746 SH   DFND 1 430,746 0 0
MEDTRONIC PLC SHS G5960L103 105,446 1,149,903 SH   SOLE   1,149,903 0 0
APTIV PLC SHS G6095L109 71,835 921,913 SH   DFND 1 921,913 0 0
APTIV PLC SHS G6095L109 118,182 1,516,709 SH   SOLE   1,516,709 0 0
NABORS INDUSTRIES LTD SHS G6359F137 663 17,913 SH   SOLE   17,913 0 0
MYOVANT SCIENCES LTD COM G637AM102 854 41,411 SH   SOLE   41,411 0 0
MYOVANT SCIENCES LTD COM G637AM102 336 16,278 SH   DFND 1 16,278 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 243 16,347 SH   SOLE   16,347 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,450 149,133 SH   SOLE   149,133 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 908 55,259 SH   DFND 1 55,259 0 0
NVENT ELECTRIC PLC SHS G6700G107 808 43,166 SH   SOLE   43,166 0 0
PROTHENA CORP PLC SHS G72800108 134 12,844 SH   SOLE   12,844 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,307 25,182 SH   SOLE   25,182 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 501 10,356 SH   SOLE   10,356 0 0
PENTAIR PLC SHS G7S00T104 289 7,600 SH   SOLE   7,600 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,467 142,831 SH   SOLE   142,831 0 0
SIGNET JEWELERS LIMITED SHS G81276100 425 41,413 SH   DFND 1 41,413 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 311 11,447 SH   SOLE   11,447 0 0
STERIS PLC SHS USD G8473T100 598 3,896 SH   SOLE   3,896 0 0
TECHNIPFMC PLC COM G87110105 132 19,313 SH   SOLE   19,313 0 0
THIRD PT REINS LTD COM G8827U100 507 67,505 SH   SOLE   67,505 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 984 11,062 SH   SOLE   11,062 0 0
VALARIS PLC SHS CLASS A G9402V109 108 165,838 SH   SOLE   165,838 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,173 5,954 SH   SOLE   5,954 0 0
PERRIGO CO PLC SHS G97822103 345 6,251 SH   SOLE   6,251 0 0
CHUBB LIMITED COM H1467J104 14,185 112,029 SH   DFND 1 112,029 0 0
CHUBB LIMITED COM H1467J104 28,170 222,479 SH   SOLE   222,479 0 0
GARMIN LTD SHS H2906T109 655 6,713 SH   SOLE   6,713 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,596 68,622 SH   DFND 1 68,622 0 0
TE CONNECTIVITY LTD REG SHS H84989104 15,547 190,644 SH   SOLE   190,644 0 0
TRANSOCEAN LTD REG SHS H8817H100 276 150,875 SH   DFND 1 150,875 0 0
TRANSOCEAN LTD REG SHS H8817H100 854 466,689 SH   SOLE   466,689 0 0
GLOBANT S A COM L44385109 225 1,501 SH   DFND 1 1,501 0 0
TRINSEO S A SHS L9340P101 709 32,007 SH   SOLE   32,007 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 2,368 49,138 SH   DFND 1 49,138 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 4,723 98,001 SH   SOLE   98,001 0 0
ELASTIC N V ORD SHS N14506104 20,713 224,632 SH   SOLE   224,632 0 0
ELASTIC N V ORD SHS N14506104 10,039 108,874 SH   DFND 1 108,874 0 0
CORE LABORATORIES N V COM N22717107 809 39,804 SH   DFND 1 39,804 0 0
CORE LABORATORIES N V COM N22717107 2,716 133,637 SH   SOLE   133,637 0 0
FRANKS INTL N V COM N33462107 176 79,134 SH   DFND 1 79,134 0 0
FRANKS INTL N V COM N33462107 436 195,527 SH   SOLE   195,527 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 774 11,783 SH   SOLE   11,783 0 0
MYLAN NV SHS EURO N59465109 381 23,706 SH   SOLE   23,706 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 3,398 938,763 SH   SOLE   938,763 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 1,553 428,972 SH   DFND 1 428,972 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 15,803 531,736 SH   SOLE   531,736 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 11,823 397,809 SH   DFND 1 397,809 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,696 53,600 SH   SOLE   53,600 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 985 19,574 SH   DFND 1 19,574 0 0
DORIAN LPG LTD SHS USD Y2106R110 175 22,548 SH   SOLE   22,548 0 0
AT&T INC COM 00206R102 1,277 43,824 SH   SOLE 2 0 0 0
ABBOTT LABS COM 002824100 1,153 14,610 SH   SOLE 2 0 0 0
ABBVIE INC COM 00287Y109 419 5,500 SH   SOLE 2 0 0 0
ADOBE INC COM 00724F101 497 1,562 SH   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED ALP MID CP GR ALPH 33737M102 387 10,460 PRN   SOLE 2 0 0 0
FIRST TR EXCHANGE-TRADED FD RISNG DIVD ACHIV 33738R506 835 32,560 PRN   SOLE 2 0 0 0
FIRST TR EXCH TRADED FD III PFD SECS INC ETF 33739E108 938 57,196 PRN   SOLE 2 0 0 0
FLEXSHARES TR QUALT DIVD IDX 33939L860 465 12,926 PRN   SOLE 2 0 0 0
GENERAL ELECTRIC CO COM 369604103 80 10,034 SH   SOLE 2 0 0 0
GENTEX CORP COM 371901109 221 9,962 SH   SOLE 2 0 0 0
GLOBAL X FDS AUTONMOUS EV ETF 37954Y624 119 10,801 PRN   SOLE 2 0 0 0
GLOBAL X FDS US PFD ETF 37954Y657 913 41,741 PRN   SOLE 2 0 0 0
GLOBAL X FDS RBTCS ARTFL INTE 37954Y715 5,628 310,227 PRN   SOLE 2 0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 8,759 362,561 PRN   SOLE 2 0 0 0
GOLDMAN SACHS ETF TR ACTIVEBETA US LG 381430503 5,816 111,436 PRN   SOLE 2 0 0 0
HALLIBURTON CO COM 406216101 80 11,634 SH   SOLE 2 0 0 0
HOME DEPOT INC COM 437076102 1,904 10,196 SH   SOLE 2 0 0 0
HONEYWELL INTL INC COM 438516106 264 1,970 SH   SOLE 2 0 0 0
INDEXIQ ETF TR HDGD FTSE INTL 45409B560 275 16,352 PRN   SOLE 2 0 0 0
INTEL CORP COM 458140100 1,642 30,339 SH   SOLE 2 0 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 428 3,857 SH   SOLE 2 0 0 0
INVESCO ACTIVELY MANAGED ETF VAR RATE INVT 46090A879 233 10,252 PRN   SOLE 2 0 0 0
INVESCO ACTIVELY MANAGED ETF ULTRA SHRT DUR 46090A887 835 16,926 PRN   SOLE 2 0 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 12,474 65,515 SH   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 PUR GWT 46137V266 303 3,028 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T S&P500 EQL IND 46137V324 898 9,159 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T FINL PFD ETF 46137V621 504 29,840 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE TRADED FD T DYNMC LRG VALU 46137V738 2,938 97,504 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T S&P500 LOW VOL 46138E354 923 19,677 SH   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T PFD ETF 46138E511 1,291 98,081 SH   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T CHINA TECHNLGY 46138E800 8,322 173,818 PRN   SOLE 2 0 0 0
INVESCO EXCHANGE-TRADED FD T S&P SMLCP LOW 46138G102 708 21,364 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 CB 46138J502 1,789 85,153 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2020 HY 46138J601 648 28,182 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 CB 46138J700 1,959 93,440 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2021 HY 46138J809 729 32,907 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2025 CB 46138J825 251 12,194 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 HY 46138J833 206 9,286 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2024 CB 46138J841 645 31,244 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 HY 46138J858 364 16,233 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2023 CB 46138J866 1,114 53,749 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 HY 46138J874 727 33,582 PRN   SOLE 2 0 0 0
INVESCO EXCH TRD SLF IDX FD BULSHS 2022 CB 46138J882 2,000 94,424 PRN   SOLE 2 0 0 0
ISHARES GOLD TRUST ISHARES 464285105 337 22,344 PRN   SOLE 2 0 0 0
ISHARES INC US INTL HGH YLD 464286178 456 10,790 PRN   SOLE 2 0 0 0
ISHARES INC JP MRGN EM HI BD 464286285 2,610 68,648 PRN   SOLE 2 0 0 0
ISHARES INC JP MORGAN EM ETF 464286517 376 10,043 PRN   SOLE 2 0 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,561 33,278 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P TTL STK 464287150 10,091 176,381 SH   SOLE 2 0 0 0
ISHARES TR TIPS BD ETF 464287176 2,765 23,450 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P500 ETF 464287200 33,631 130,149 SH   SOLE 2 0 0 0
ISHARES TR CORE US AGGBD ET 464287226 60,381 523,370 SH   SOLE 2 0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,815 111,791 SH   SOLE 2 0 0 0
ISHARES TR IBOXX INV CP ETF 464287242 3,514 28,453 SH   SOLE 2 0 0 0
ISHARES TR GBL COMM SVC ETF 464287275 420 8,102 PRN   SOLE 2 0 0 0
ISHARES TR GLOBAL TECH ETF 464287291 383 2,101 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 12,745 77,219 PRN   SOLE 2 0 0 0
ISHARES TR S&P 500 VAL ETF 464287408 13,907 144,491 SH   SOLE 2 0 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1,383 8,381 PRN   SOLE 2 0 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 19,426 159,914 PRN   SOLE 2 0 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 1,344 15,512 PRN   SOLE 2 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 11,795 220,640 SH   SOLE 2 0 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 2,669 41,642 SH   SOLE 2 0 0 0
ISHARES TR RUS MD CP GR ETF 464287481 1,578 12,975 SH   SOLE 2 0 0 0
ISHARES TR RUS MID CAP ETF 464287499 1,421 32,911 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 4,542 31,571 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 808 8,151 SH   SOLE 2 0 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,784 9,995 SH   SOLE 2 0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 2,908 19,305 SH   SOLE 2 0 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 1,981 12,524 SH   SOLE 2 0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 792 6,919 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US VLU 464287663 2,504 54,221 SH   SOLE 2 0 0 0
ISHARES TR CORE S&P US GWT 464287671 3,405 59,644 PRN   SOLE 2 0 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,408 12,831 SH   SOLE 2 0 0 0
ISHARES TR U.S. TECH ETF 464287721 723 3,537 PRN   SOLE 2 0 0 0
ISHARES TR U.S. REAL ES ETF 464287739 376 5,408 SH   SOLE 2 0 0 0
ISHARES TR US HLTHCARE ETF 464287762 1,313 6,990 SH   SOLE 2 0 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,195 12,288 PRN   SOLE 2 0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 9,914 176,687 SH   SOLE 2 0 0 0
ISHARES TR EUROPE ETF 464287861 596 16,856 PRN   SOLE 2 0 0 0
ISHARES TR SP SMCP600VL ETF 464287879 2,586 25,873 SH   SOLE 2 0 0 0
ISHARES TR EAFE SML CP ETF 464288273 1,955 43,616 PRN   SOLE 2 0 0 0
ISHARES TR JPMORGAN USD EMG 464288281 462 4,776 SH   SOLE 2 0 0 0
ISHARES TR NATIONAL MUN ETF 464288414 1,779 15,739 SH   SOLE 2 0 0 0
ISHARES TR ASIA 50 ETF 464288430 9,080 162,994 PRN   SOLE 2 0 0 0
ISHARES TR INTL SEL DIV ETF 464288448 611 27,024 SH   SOLE 2 0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,377 17,869 SH   SOLE 2 0 0 0
ISHARES TR CRE U S REIT ETF 464288521 19,356 494,157 SH   SOLE 2 0 0 0
ISHARES TR MSCI KLD400 SOC 464288570 402 4,132 PRN   SOLE 2 0 0 0
ISHARES TR MBS ETF 464288588 1,689 15,297 PRN   SOLE 2 0 0 0
ISHARES TR INTRM GOV CR ETF 464288612 3,974 34,638 PRN   SOLE 2 0 0 0
ISHARES TR INTRM TR CRP ETF 464288638 1,199 21,840 SH   SOLE 2 0 0 0
ISHARES TR SH TR CRPORT ETF 464288646 15,556 297,094 SH   SOLE 2 0 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 5,654 42,405 SH   SOLE 2 0 0 0
ISHARES TR SHORT TREAS BD 464288679 8,735 78,679 PRN   SOLE 2 0 0 0
ISHARES TR PFD AND INCM SEC 464288687 5,916 185,803 SH   SOLE 2 0 0 0
ISHARES TR MSCI USA ESG SLC 464288802 216 1,965 PRN   SOLE 2 0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 7,493 44,947 PRN   SOLE 2 0 0 0
ISHARES TR EAFE VALUE ETF 464288877 2,288 64,097 PRN   SOLE 2 0 0 0
ISHARES TR EAFE GRWTH ETF 464288885 974 13,695 PRN   SOLE 2 0 0 0
ISHARES TR CORE LT USDB ETF 464289479 1,302 18,282 PRN   SOLE 2 0 0 0
ISHARES TR LNG TR CRPRT BD 464289511 1,164 18,300 SH   SOLE 2 0 0 0
ISHARES TR US TREAS BD ETF 46429B267 1,305 46,606 PRN   SOLE 2 0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 2,788 57,199 PRN   SOLE 2 0 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 6,229 87,056 PRN   SOLE 2 0 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 22,532 363,126 PRN   SOLE 2 0 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 32,286 597,780 SH   SOLE 2 0 0 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 3,519 35,221 PRN   SOLE 2 0 0 0
ISHARES U S ETF TR SHT MAT MUN ETF 46431W838 200 4,021 PRN   SOLE 2 0 0 0
ISHARES TR USA QUALITY FCTR 46432F339 22,533 278,048 PRN   SOLE 2 0 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 7,533 70,749 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 2,258 48,023 PRN   SOLE 2 0 0 0
ISHARES TR CORE MSCI EAFE 46432F842 9,530 191,028 PRN   SOLE 2 0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 9,856 195,167 PRN   SOLE 2 0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 321 7,940 PRN   SOLE 2 0 0 0
ISHARES INC ESG MSCI EM ETF 46434G863 239 8,738 PRN   SOLE 2 0 0 0
ISHARES INC MLT FCTR EMG MKT 46434G889 1,041 30,296 PRN   SOLE 2 0 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 4,735 94,431 SH   SOLE 2 0 0 0
ISHARES TR MULTIFACTOR INTL 46434V274 1,632 80,562 PRN   SOLE 2 0 0 0
ISHARES TR MULTIFACTOR USA 46434V290 2,178 73,103 PRN   SOLE 2 0 0 0
ISHARES TR CORE TOTAL USD 46434V613 10,576 201,446 PRN   SOLE 2 0 0 0
ISHARES TR CORE DIV GRWTH 46434V621 11,817 362,588 PRN   SOLE 2 0 0 0
ISHARES TR HDG MSCI EAFE 46434V803 1,847 76,281 PRN   SOLE 2 0 0 0
ISHARES TR ESG USD CORPT 46435G193 1,371 53,320 PRN   SOLE 2 0 0 0
ISHARES TR ESG 1 5 YR USD 46435G243 2,249 90,255 PRN   SOLE 2 0 0 0
ISHARES TR EDGE MSCI MINM 46435G433 2,191 84,724 PRN   SOLE 2 0 0 0
ISHARES TR ESG MSCI EAFE 46435G516 5,524 103,906 PRN   SOLE 2 0 0 0
ISHARES TR CORE INTL AGGR 46435G672 1,411 25,806 PRN   SOLE 2 0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 2,949 109,768 PRN   SOLE 2 0 0 0
ISHARES TR ESG US AGR BD 46435U549 406 7,332 PRN   SOLE 2 0 0 0
ISHARES TR BROAD USD HIGH 46435U853 345 9,713 PRN   SOLE 2 0 0 0
JPMORGAN CHASE & CO COM 46625H100 2,104 23,365 SH   SOLE 2 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 7,275 146,472 PRN   SOLE 2 0 0 0
JOHNSON & JOHNSON COM 478160104 1,704 12,993 SH   SOLE 2 0 0 0
KEMPER CORP DEL COM 488401100 283 3,804 SH   SOLE 2 0 0 0
KIMBERLY CLARK CORP COM 494368103 251 1,961 SH   SOLE 2 0 0 0
LATTICE STRATEGIES TR HARTFORD MLT ETF 518416102 769 34,906 PRN   SOLE 2 0 0 0
LILLY ELI & CO COM 532457108 349 2,513 SH   SOLE 2 0 0 0
LOCKHEED MARTIN CORP COM 539830109 1,558 4,596 SH   SOLE 2 0 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 325 8,913 PRN   SOLE 2 0 0 0
MASTERCARD INC CL A 57636Q104 1,212 5,018 SH   SOLE 2 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 288 2,042 SH   SOLE 2 0 0 0
MCDONALDS CORP COM 580135101 1,411 8,536 SH   SOLE 2 0 0 0
MERCK & CO. INC COM 58933Y105 631 8,199 SH   SOLE 2 0 0 0
METLIFE INC COM 59156R108 288 9,428 SH   SOLE 2 0 0 0
MICROSOFT CORP COM 594918104 5,201 32,976 SH   SOLE 2 0 0 0
MONDELEZ INTL INC CL A 609207105 274 5,472 SH   SOLE 2 0 0 0
NETFLIX INC COM 64110L106 234 623 SH   SOLE 2 0 0 0
NIKE INC CL B 654106103 384 4,643 SH   SOLE 2 0 0 0
NORTHROP GRUMMAN CORP COM 666807102 358 1,184 SH   SOLE 2 0 0 0
NOVARTIS A G SPONSORED ADR 66987V109 225 2,723 SH   SOLE 2 0 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 228 16,818 PRN   SOLE 2 0 0 0
NVIDIA CORP COM 67066G104 415 1,576 SH   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGCP 67092P201 5,252 148,983 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG LRGVL 67092P300 9,251 378,992 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG MIDVL 67092P508 1,704 84,357 PRN   SOLE 2 0 0 0
NUSHARES ETF TR NUVEEN ESG SMLCP 67092P607 2,049 94,872 PRN   SOLE 2 0 0 0
PPG INDS INC COM 693506107 265 3,165 SH   SOLE 2 0 0 0
PEPSICO INC COM 713448108 1,242 10,343 SH   SOLE 2 0 0 0
PFIZER INC COM 717081103 1,497 45,862 SH   SOLE 2 0 0 0
PIMCO ETF TR ACTIVE BD ETF 72201R775 4,282 40,327 PRN   SOLE 2 0 0 0
PIMCO ETF TR INTER MUN BD ACT 72201R866 356 6,527 PRN   SOLE 2 0 0 0
PROCTER & GAMBLE CO COM 742718109 1,266 11,514 SH   SOLE 2 0 0 0
PROLOGIS INC. COM 74340W103 989 12,300 SH   SOLE 2 0 0 0
RAYTHEON CO COM NEW 755111507 264 2,017 SH   SOLE 2 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,276 8,830 SH   SOLE 2 0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,695 18,206 SH   SOLE 2 0 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 367 12,885 PRN   SOLE 2 0 0 0
SPDR SER TR FACTST INV ETF 78464A110 2,730 27,610 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 600 SMCP VAL 78464A300 442 10,823 PRN   SOLE 2 0 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 2,508 52,396 SH   SOLE 2 0 0 0
SPDR SER TR PRTFLO S&P500 GW 78464A409 1,148 32,110 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFLI INTRMDIT 78464A672 1,684 50,839 PRN   SOLE 2 0 0 0
SPDR SER TR S&P REGL BKG 78464A698 336 10,304 SH   SOLE 2 0 0 0
SPDR SER TR S&P DIVID ETF 78464A763 3,310 41,451 SH   SOLE 2 0 0 0
SPDR SER TR S&P 600 SML CAP 78464A813 4,213 86,993 PRN   SOLE 2 0 0 0
SPDR SER TR S&P 400 MDCP VAL 78464A839 474 13,430 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFOLIO S&P500 78464A854 1,322 43,689 PRN   SOLE 2 0 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 564 14,103 PRN   SOLE 2 0 0 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 788 16,437 PRN   SOLE 2 0 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,282 5,847 PRN   SOLE 2 0 0 0
SPDR SER TR PRTFLO S&P500 HI 78468R788 207 8,412 PRN   SOLE 2 0 0 0
SPDR SER TR PORTFOLIO S&P600 78468R853 697 31,905 PRN   SOLE 2 0 0 0
SALESFORCE COM INC COM 79466L302 285 1,980 SH   SOLE 2 0 0 0
SCHWAB CHARLES CORP COM 808513105 225 6,691 SH   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 14,701 184,570 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 16,564 374,163 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 21,603 512,417 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 746 14,489 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 988 21,959 PRN   SOLE 2 0 0 0
SCHWAB STRATEGIC TR US AGGREGATE B 808524839 389 7,167 PRN   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 223 4,940 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,932 44,392 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 804 8,202 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 404 13,912 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,485 71,321 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3,111 52,726 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 8,913 110,899 SH   SOLE 2 0 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 2,429 54,911 PRN   SOLE 2 0 0 0
SERVICENOW INC COM 81762P102 375 1,309 SH   SOLE 2 0 0 0
SOUTHWEST AIRLS CO COM 844741108 277 7,772 SH   SOLE 2 0 0 0
STARBUCKS CORP COM 855244109 251 3,815 SH   SOLE 2 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 446 1,500 SH   SOLE 2 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 778 2,744 SH   SOLE 2 0 0 0
3M CO COM 88579Y101 4,497 32,942 SH   SOLE 2 0 0 0
UNION PAC CORP COM 907818108 203 1,442 SH   SOLE 2 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,275 13,645 SH   SOLE 2 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 859 9,103 SH   SOLE 2 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,182 8,748 SH   SOLE 2 0 0 0
V F CORP COM 918204108 237 4,387 SH   SOLE 2 0 0 0
VAALCO ENERGY INC COM NEW 91851C201 27 30,250 SH   SOLE 2 0 0 0
VANECK VECTORS ETF TR AMT FREE INT ETF 92189H201 272 5,543 PRN   SOLE 2 0 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 12,497 120,871 SH   SOLE 2 0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 717 5,643 SH   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 VAL 921932844 438 5,189 PRN   SOLE 2 0 0 0
VANGUARD ADMIRAL FDS INC MIDCP 400 GRTH 921932869 591 5,351 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS LONG TERM BOND 921937793 1,117 10,471 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS INTERMED TERM 921937819 2,160 24,179 PRN   SOLE 2 0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 2,937 35,739 SH   SOLE 2 0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 3,209 37,601 PRN   SOLE 2 0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 19,133 573,874 SH   SOLE 2 0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 211 2,982 SH   SOLE 2 0 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 5,963 105,995 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 288 6,704 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 831 10,623 PRN   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,290 217,276 SH   SOLE 2 0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 691 15,977 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 993 7,208 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 323 2,929 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 3,634 17,149 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 355 2,908 PRN   SOLE 2 0 0 0
VANGUARD WORLD FDS COMM SRVC ETF 92204A884 279 3,660 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 7,795 98,548 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 2,033 13,144 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,053 14,929 PRN   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 1,124 20,623 SH   SOLE 2 0 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,915 33,469 SH   SOLE 2 0 0 0
VEEVA SYS INC CL A COM 922475108 272 1,740 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 19,885 83,968 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,341 16,501 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 388 5,552 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 311 2,066 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,356 17,895 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 903 9,977 PRN   SOLE 2 0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 21,034 134,239 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 12,246 137,503 SH   SOLE 2 0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 9,084 78,694 PRN   SOLE 2 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 375 6,972 SH   SOLE 2 0 0 0
VISA INC COM CL A 92826C839 4,467 27,726 SH   SOLE 2 0 0 0
WABTEC COM 929740108 232 4,821 SH   SOLE 2 0 0 0
WALMART INC COM 931142103 2,000 17,602 SH   SOLE 2 0 0 0
WELLS FARGO CO NEW COM 949746101 308 10,742 SH   SOLE 2 0 0 0
WESTERN UN CO COM 959802109 730 40,242 SH   SOLE 2 0 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 306 12,683 PRN   SOLE 2 0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 17,847 458,680 PRN   SOLE 2 0 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 496 9,675 PRN   SOLE 2 0 0 0
XCEL ENERGY INC COM 98389B100 288 4,774 SH   SOLE 2 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 784 4,802 SH   SOLE 2 0 0 0
JOHNSON CTLS INTL PLC SHS G51502105 309 11,470 SH   SOLE 2 0 0 0
MEDTRONIC PLC SHS G5960L103 2,481 27,507 SH   SOLE 2 0 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 11,245 226,385 PRN   SOLE   0 0 0
JOHNSON & JOHNSON COM 478160104 390 2,974 SH   SOLE   0 0 0
LOCKHEED MARTIN CORP COM 539830109 3,125 9,219 SH   SOLE   0 0 0
LOWES COS INC COM 548661107 2,735 31,783 SH   SOLE   0 0 0
MICROSOFT CORP COM 594918104 4,529 28,715 SH   SOLE   0 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,522 8,336 SH   SOLE   0 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,372 14,055 SH   SOLE   0 0 0
PROCTER & GAMBLE CO COM 742718109 512 4,652 SH   SOLE   0 0 0
RAYTHEON CO COM NEW 755111507 2,354 17,949 SH   SOLE   0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 237 920 SH   SOLE   0 0 0
STARBUCKS CORP COM 855244109 334 5,076 SH   SOLE   0 0 0
TEXAS INSTRS INC COM 882508104 2,997 29,994 SH   SOLE   0 0 0
3M CO COM 88579Y101 2,739 20,064 SH   SOLE   0 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,235 22,496 SH   SOLE   0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,629 14,551 SH   SOLE   0 0 0
V F CORP COM 918204108 2,030 37,541 SH   SOLE   0 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 959 7,543 SH   SOLE   0 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 777 11,767 SH   SOLE   0 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 1,110 13,510 SH   SOLE   0 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 1,129 13,225 PRN   SOLE   0 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 949 28,456 SH   SOLE   0 0 0
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 220 3,116 SH   SOLE   0 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,481 36,116 SH   SOLE   0 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 283 8,421 SH   SOLE   0 0 0
VENTAS INC COM 92276F100 355 13,232 SH   SOLE   0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 706 2,980 PRN   SOLE   0 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 282 2,227 PRN   SOLE   0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 785 5,960 PRN   SOLE   0 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 1,795 11,453 SH   SOLE   0 0 0
ABBOTT LABS COM 002824100 519 6,576 SH   SOLE   0 0 0
ABBVIE INC COM 00287Y109 558 7,323 SH   SOLE   0 0 0
AMAZON COM INC COM 023135106 536 275 SH   SOLE   0 0 0
APPLE INC COM 037833100 4,469 17,575 SH   SOLE   0 0 0
BK OF AMERICA CORP COM 060505104 2,491 117,329 SH   SOLE   0 0 0
BECTON DICKINSON & CO COM 075887109 2,721 11,842 SH   SOLE   0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 215 1,176 SH   SOLE   0 0 0
BLACKROCK INC COM 09247X101 3,484 7,919 SH   SOLE   0 0 0
BOEING CO COM 097023105 3,643 24,426 SH   SOLE   0 0 0
BROADCOM INC 8% CNV PFD SER A 11135F200 308 330 SH   SOLE   0 0 0
CVS HEALTH CORP COM 126650100 375 6,314 SH   SOLE   0 0 0
CISCO SYS INC COM 17275R102 2,786 70,872 SH   SOLE   0 0 0
COMCAST CORP NEW CL A 20030N101 2,630 76,489 SH   SOLE   0 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,599 11,155 SH   SOLE   0 0 0
CORNING INC COM 219350105 1,523 74,171 SH   SOLE   0 0 0
COSTCO WHSL CORP NEW COM 22160K105 354 1,241 SH   SOLE   0 0 0
DISNEY WALT CO COM DISNEY 254687106 412 4,270 SH   SOLE   0 0 0
ABBOTT LABS COM 002824100 1,100 14,088 SH   DFND 3 10,062 0 4,026
ABBVIE INC COM 00287Y109 926 12,060 SH   DFND 3 11,961 0 99
ABERDEEN STD INVTS ETFS BBRG ALL COMD K1 003261104 2,682 153,725 SH   DFND 3 141,207 0 12,518
ABIOMED INC COM 003654100 634 4,370 SH   DFND 3 4,370 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 335 2,050 SH   DFND 3 1,123 0 927
ACTIVISION BLIZZARD INC COM 00507V109 425 7,176 SH   DFND 3 1,133 0 6,043
ADAMS DIVERSIFIED EQUITY FD COM 006212104 236 18,725 SH   DFND 3 18,725 0 0
ADOBE INC COM 00724F101 1,006 3,180 SH   DFND 3 2,567 0 613
ADT INC COM 00090Q103 2,422 560,551 SH   DFND 3 560,551 0 0
AFLAC INC COM 001055102 514 15,012 SH   DFND 3 9,640 0 5,372
AIR PRODS & CHEMS INC COM 009158106 352 1,763 SH   DFND 3 188 0 1,575
ALLSTATE CORP COM 020002101 442 4,825 SH   DFND 3 4,825 0 0
ALPHABET INC CAP STK CL A 02079K305 527 455 SH   DFND 3 426 0 29
ALPHABET INC CAP STK CL C 02079K107 465 403 SH   DFND 3 350 0 53
ALTRIA GROUP INC COM 02209S103 370 9,595 SH   DFND 3 9,526 0 69
AMAZON COM INC COM 023135106 1,376 719 SH   DFND 3 590 0 129
AMERICAN ELEC PWR CO INC COM 025537101 679 8,472 SH   DFND 3 4,874 0 3,598
AMERICAN TOWER CORP NEW COM 03027X100 415 1,903 SH   DFND 3 400 0 1,503
AMGEN INC COM 031162100 257 1,273 SH   DFND 3 1,241 0 32
ANTHEM INC COM 036752103 414 1,825 SH   DFND 3 655 0 1,170
APPLE INC COM 037833100 5,205 20,514 SH   DFND 3 18,754 0 1,760
AT&T INC COM 00206R102 1,478 49,500 SH   DFND 3 39,570 0 9,930
AUTOMATIC DATA PROCESSING IN COM 053015103 597 4,390 SH   DFND 3 2,304 0 2,086
BAXTER INTL INC COM 071813109 249 3,087 SH   DFND 3 2,894 0 193
BECTON DICKINSON & CO COM 075887109 616 2,711 SH   DFND 3 1,400 0 1,311
BERKSHIRE HATHAWAY INC DEL CL A 084670108 272 1 SH   DFND 3 0 0 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,878 15,781 SH   DFND 3 15,591 0 190
BK OF AMERICA CORP COM 060505104 679 32,102 SH   DFND 3 31,756 0 346
BOEING CO COM 097023105 1,137 7,600 SH   DFND 3 7,413 0 187
BP PLC SPONSORED ADR 055622104 410 16,990 SH   DFND 3 13,245 0 3,745
BRISTOL-MYERS SQUIBB CO COM 110122108 722 13,242 SH   DFND 3 13,009 0 233
CAMPBELL SOUP CO COM 134429109 1,663 36,032 SH   DFND 3 863 0 35,169
CANADIAN PAC RY LTD COM 13645T100 349 1,591 SH   DFND 3 142 0 1,449
CENTURYLINK INC COM 156700106 97 10,185 SH   DFND 3 10,185 0 0
CHARLES & COLVARD LTD COM 159765106 34 50,540 SH   DFND 3 0 0 50,540
CHEMED CORP NEW COM 16359R103 639 1,474 SH   DFND 3 1,474 0 0
CHEVRON CORP NEW COM 166764100 934 12,801 SH   DFND 3 9,276 0 3,525
CHUBB LIMITED COM H1467J104 248 2,217 SH   DFND 3 772 0 1,445
CISCO SYS INC COM 17275R102 747 19,916 SH   DFND 3 15,702 0 4,214
CITIGROUP INC COM NEW 172967424 355 8,427 SH   DFND 3 3,597 0 4,830
COCA COLA CO COM 191216100 6,389 144,101 SH   DFND 3 69,247 0 74,854
COMCAST CORP NEW CL A 20030N101 432 12,525 SH   DFND 3 4,694 0 7,831
COSTCO WHSL CORP NEW COM 22160K105 422 1,487 SH   DFND 3 1,258 0 229
CSX CORP COM 126408103 596 10,566 SH   DFND 3 10,541 0 25
D R HORTON INC COM 23331A109 245 7,215 SH   DFND 3 941 0 6,274
DANAHER CORPORATION COM 235851102 213 1,548 SH   DFND 3 1,393 0 155
DBX ETF TR XTRACK MSCI EURP 233051853 3,225 133,278 SH   DFND 3 131,652 0 1,627
DEERE & CO COM 244199105 277 2,015 SH   DFND 3 2,008 0 7
DISNEY WALT CO COM DISNEY 254687106 847 9,005 SH   DFND 3 8,102 0 903
DNP SELECT INCOME FD COM 23325P104 362 36,776 SH   DFND 3 36,776 0 0
DOMINION ENERGY INC COM 25746U109 677 9,406 SH   DFND 3 9,349 0 57
DOUBLELINE INCOME SOLUTIONS COM 258622109 1,032 74,056 SH   DFND 3 74,056 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 651 8,051 SH   DFND 3 7,637 0 414
EATON CORP PLC SHS G29183103 1,324 17,295 SH   DFND 3 16,749 0 546
EMERSON ELEC CO COM 291011104 215 4,563 SH   DFND 3 4,180 0 383
ENTERPRISE PRODS PARTNERS L COM 293792107 694 48,524 SH   DFND 3 5,491 0 43,033
ETF SER SOLUTIONS US DIVERSIFIED 26922A511 75,379 3,127,031 SH   DFND 3 2,874,261 0 252,770
ETF SER SOLUTIONS VIDENT CORE US 26922A602 386,191 8,005,569 SH   DFND 3 7,559,284 0 446,286
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 375,270 22,009,965 SH   DFND 3 20,505,356 0 1,504,609
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 286,471 12,749,295 SH   DFND 3 11,875,313 0 873,982
EVERGY INC COM 30034W106 209 3,800 SH   DFND 3 988 0 2,812
EXCHANGE LISTED FDS TR ARMOR US EQT IDX 30151E764 179 11,000 SH   DFND 3 11,000 0 0
EXXON MOBIL CORP COM 30231G102 3,722 98,211 SH   DFND 3 95,390 0 2,821
FACEBOOK INC CL A 30303M102 534 3,214 SH   DFND 3 1,975 0 1,239
FIDELITY COVINGTON TR MSCI RL EST ETF 316092857 8,872 426,526 SH   DFND 3 418,181 0 8,345
FIDELITY NATL INFORMATION SV COM 31620M106 323 2,658 SH   DFND 3 2,648 0 10
FIRST FINL BANKSHARES COM 32020R109 271 10,100 SH   DFND 3 0 0 10,100
FIRST TR EXCHANGE-TRADED FD FIRST TR TA HIYL 33738D408 4,957 111,649 SH   DFND 3 110,579 0 1,070
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 866 18,447 SH   DFND 3 18,447 0 0
FIRST TR VALUE LINE DIVID IN SHS 33734H106 324 11,688 SH   DFND 3 11,688 0 0
FLAHERTY & CRUMRIN PFD & INM COM 338478100 565 32,295 SH   DFND 3 32,295 0 0
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 133,013 5,153,692 SH   DFND 3 4,860,142 0 293,551
FORD MTR CO DEL COM 345370860 93 18,816 SH   DFND 3 18,816 0 0
GABELLI EQUITY TR INC COM 362397101 425 87,432 SH   DFND 3 87,432 0 0
GENERAL ELECTRIC CO COM 369604103 699 88,885 SH   DFND 3 86,016 0 2,869
GLOBAL PMTS INC COM 37940X102 929 6,439 SH   DFND 3 6,429 0 10
HCA HEALTHCARE INC COM 40412C101 3,863 42,994 SH   DFND 3 42,994 0 0
HOME DEPOT INC COM 437076102 2,661 14,240 SH   DFND 3 14,166 0 74
HONEYWELL INTL INC COM 438516106 1,020 7,618 SH   DFND 3 5,621 0 1,997
HUMANA INC COM 444859102 276 933 SH   DFND 3 929 0 4
INTEL CORP COM 458140100 1,367 25,636 SH   DFND 3 25,227 0 409
INTERCONTINENTAL EXCHANGE IN COM 45866F104 230 2,858 SH   DFND 3 841 0 2,017
INTERNATIONAL BUSINESS MACHS COM 459200101 1,138 10,340 SH   DFND 3 10,202 0 138
INVESCO QQQ TR UNIT SER 1 46090E103 524 2,755 SH   DFND 3 2,410 0 345
ISHARES GOLD TRUST ISHARES 464285105 83,768 5,558,678 SH   DFND 3 5,177,347 0 381,331
ISHARES INC CORE MSCI EMKT 46434G103 217,690 5,379,055 SH   DFND 3 5,037,202 0 341,853
ISHARES INC ESG MSCI EM ETF 46434G863 10,143 370,574 SH   DFND 3 348,724 0 21,850
ISHARES INC MIN VOL EMRG MKT 464286533 308 6,563 SH   DFND 3 5,853 0 710
ISHARES SILVER TRUST ISHARES 46428Q109 258 18,785 SH   DFND 3 18,785 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 8,874 217,129 SH   DFND 3 203,935 0 13,194
ISHARES TR 1 3 YR TREAS BD 464287457 30,793 355,309 SH   DFND 3 351,431 0 3,878
ISHARES TR 20 YR TR BD ETF 464287432 20,058 125,396 SH   DFND 3 121,775 0 3,621
ISHARES TR BARCLAYS 7 10 YR 464287440 15,377 126,599 SH   DFND 3 125,263 0 1,336
ISHARES TR CORE 1 5 YR USD 46432F859 534 10,576 SH   DFND 3 10,576 0 0
ISHARES TR CORE MSCI EAFE 46432F842 25,415 509,536 SH   DFND 3 480,076 0 29,460
ISHARES TR CORE MSCI PAC 46434V696 276,085 5,955,531 SH   DFND 3 5,569,717 0 385,814
ISHARES TR CORE S&P MCP ETF 464287507 1,467 10,290 SH   DFND 3 9,764 0 526
ISHARES TR CORE S&P SCP ETF 464287804 394 7,034 SH   DFND 3 6,269 0 765
ISHARES TR CORE S&P TTL STK 464287150 81,702 1,435,232 SH   DFND 3 1,398,792 0 36,441
ISHARES TR CORE S&P US GWT 464287671 42,668 747,405 SH   DFND 3 730,861 0 16,544
ISHARES TR CORE S&P US VLU 464287663 58,890 1,275,240 SH   DFND 3 1,248,691 0 26,549
ISHARES TR CORE S&P500 ETF 464287200 59,912 231,912 SH   DFND 3 217,476 0 14,436
ISHARES TR CORE US AGGBD ET 464287226 86,093 746,333 SH   DFND 3 722,729 0 23,604
ISHARES TR ESG MSCI USA ETF 46435G425 17,637 306,811 SH   DFND 3 289,733 0 17,078
ISHARES TR EUROPE ETF 464287861 3,392 96,008 SH   DFND 3 84,583 0 11,425
ISHARES TR GLOBAL TECH ETF 464287291 8,816 48,358 SH   DFND 3 45,569 0 2,789
ISHARES TR IBOXX HI YD ETF 464288513 322 4,175 SH   DFND 3 4,175 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,177 52,111 SH   DFND 3 50,965 0 1,146
ISHARES TR INTRM TR CRP ETF 464288638 14,084 256,438 SH   DFND 3 239,801 0 16,637
DISCOVER FINL SVCS COM 254709108 1,256 35,209 SH   SOLE   0 0 0
DOLLAR GEN CORP NEW COM 256677105 325 2,155 SH   SOLE   0 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 252 1,336 SH   SOLE   0 0 0
EXXON MOBIL CORP COM 30231G102 1,558 41,021 SH   SOLE   0 0 0
FIDELITY COVINGTON TR LOW VOLITY ETF 316092824 1,984 63,560 PRN   SOLE   0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 343 2,819 SH   SOLE   0 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 344 9,079 SH   SOLE   0 0 0
GLOBAL X FDS FINTECH ETF 37954Y814 3,895 161,206 PRN   SOLE   0 0 0
HASBRO INC COM 418056107 2,613 36,526 SH   SOLE   0 0 0
HOME DEPOT INC COM 437076102 369 1,978 SH   SOLE   0 0 0
HONEYWELL INTL INC COM 438516106 2,877 21,507 SH   SOLE   0 0 0
INTUIT COM 461202103 305 1,328 SH   SOLE   0 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 1,881 10,125 PRN   SOLE   0 0 0
ISHARES TR CORE S&P TTL STK 464287150 205 3,590 SH   SOLE   0 0 0
ISHARES TR CORE S&P500 ETF 464287200 31,881 123,377 SH   SOLE   0 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 210 1,275 PRN   SOLE   0 0 0
ISHARES TR MSCI EAFE ETF 464287465 6,767 126,585 SH   SOLE   0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 14,534 101,028 SH   SOLE   0 0 0
ISHARES TR CORE S&P US VLU 464287663 10,944 236,980 SH   SOLE   0 0 0
ISHARES TR CORE S&P US GWT 464287671 12,772 223,725 PRN   SOLE   0 0 0
ISHARES TR CORE S&P SCP ETF 464287804 10,595 188,831 SH   SOLE   0 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 2,804 32,375 PRN   SOLE   0 0 0
ISHARES TR SHRT NAT MUN ETF 464288158 238 2,242 PRN   SOLE   0 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 241 1,107 PRN   SOLE   0 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 877 8,200 PRN   SOLE   0 0 0
ISHARES TR ASIA 50 ETF 464288430 6,525 117,132 PRN   SOLE   0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 578 7,502 SH   SOLE   0 0 0
ISHARES TR SH TR CRPORT ETF 464288646 29,836 569,818 SH   SOLE   0 0 0
ISHARES TR US HLTHCR PR ETF 464288828 1,229 7,370 PRN   SOLE   0 0 0
ISHARES TR US TREAS BD ETF 46429B267 9,398 335,511 PRN   SOLE   0 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 319 6,550 PRN   SOLE   0 0 0
ISHARES TR USA QUALITY FCTR 46432F339 16,501 203,612 PRN   SOLE   0 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 6,610 62,074 PRN   SOLE   0 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 16,549 352,022 PRN   SOLE   0 0 0
ISHARES TR CORE 1 5 YR USD 46432F859 10,724 212,363 PRN   SOLE   0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 420 10,376 PRN   SOLE   0 0 0
ISHARES TR CORE TOTAL USD 46434V613 1,946 37,067 PRN   SOLE   0 0 0
ISHARES TR YLD OPTIM BD 46434V787 24,384 988,820 PRN   SOLE   0 0 0
ISHARES TR IBONDS DEC20 ETF 46434VAQ3 214 8,497 PRN   SOLE   0 0 0
ISHARES TR IBONDS DEC21 ETF 46434VBK5 215 8,722 PRN   SOLE   0 0 0
ISHARES TR CORE INTL AGGR 46435G672 2,250 41,146 PRN   SOLE   0 0 0
ISHARES TR GENOMICS IMMUN 46435U192 3,329 123,879 PRN   SOLE   0 0 0
ISHARES TR ROBOTICS ARTIF 46435U556 3,258 145,707 PRN   SOLE   0 0 0
ISHARES TR EDGE US FIXD INM 46435U796 462 4,733 PRN   SOLE   0 0 0
JPMORGAN CHASE & CO COM 46625H100 3,212 35,681 SH   SOLE   0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 1,012 11,364 SH   SOLE   0 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 929 8,047 PRN   SOLE   0 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,148 16,661 SH   SOLE   0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 216 4,025 SH   SOLE   0 0 0
VISA INC COM CL A 92826C839 371 2,302 SH   SOLE   0 0 0
VMWARE INC CL A COM 928563402 329 2,718 SH   SOLE   0 0 0
WEC ENERGY GROUP INC COM 92939U106 671 7,611 SH   SOLE   0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,213 26,517 SH   SOLE   0 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 10 20,000 PRN   SOLE   0 0 0
WILLIAMS SONOMA INC COM 969904101 2,296 53,996 SH   SOLE   0 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 16,733 430,034 PRN   SOLE   0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,244 13,745 SH   SOLE   0 0 0
MEDTRONIC PLC SHS G5960L103 1,661 18,416 SH   SOLE   0 0 0
CHUBB LIMITED COM H1467J104 2,163 19,362 SH   SOLE   0 0 0
3M CO COM 88579Y101 711 5,210 SH   DFND 3 5,161 0 48
ISHARES TR JPMORGAN USD EMG 464288281 1,287 13,314 SH   DFND 3 12,952 0 362
ISHARES TR MBS ETF 464288588 46,831 424,112 SH   DFND 3 414,912 0 9,200
ISHARES TR MSCI ACWI ETF 464288257 5,729 91,556 SH   DFND 3 89,964 0 1,592
ISHARES TR MSCI ACWI EX US 464288240 16,252 431,661 SH   DFND 3 373,769 0 57,892
ISHARES TR MSCI EAFE ETF 464287465 1,868 35,036 SH   DFND 3 35,036 0 0
ISHARES TR MSCI KLD400 SOC 464288570 222 2,378 SH   DFND 3 2,378 0 0
ISHARES TR MSCI MIN VOL ETF 46429B697 20,744 384,336 SH   DFND 3 372,483 0 11,853
ISHARES TR RUS 1000 GRW ETF 464287614 12,096 83,749 SH   DFND 3 83,612 0 137
ISHARES TR RUS 1000 VAL ETF 464287598 1,234 12,441 SH   DFND 3 12,441 0 0
ISHARES TR RUS MID CAP ETF 464287499 248 5,741 SH   DFND 3 5,553 0 188
ISHARES TR RUSSELL 2000 ETF 464287655 1,060 9,360 SH   DFND 3 9,360 0 0
ISHARES TR S&P 500 VAL ETF 464287408 1,213 12,605 SH   DFND 3 12,053 0 552
ISHARES TR SELECT DIVID ETF 464287168 2,039 27,594 SH   DFND 3 27,137 0 457
ISHARES TR SH TR CRPORT ETF 464288646 242 4,616 SH   DFND 3 4,616 0 0
ISHARES TR SHORT TREAS BD 464288679 21,775 196,134 SH   DFND 3 191,354 0 4,780
ISHARES TR TIPS BD ETF 464287176 4,075 35,857 SH   DFND 3 35,402 0 455
ISHARES TR U.S. REAL ES ETF 464287739 373 5,307 SH   DFND 3 4,756 0 551
ISHARES TR US TREAS BD ETF 46429B267 39,857 1,422,961 SH   DFND 3 1,335,074 0 87,887
ISHARES TR USA QUALITY FCTR 46432F339 16,974 209,471 SH   DFND 3 197,383 0 12,088
ISHARES TR USA SIZE FACTOR 46432F370 5,714 80,055 SH   DFND 3 74,467 0 5,588
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 13,519 278,791 SH   DFND 3 262,805 0 15,985
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 249 5,021 SH   DFND 3 5,021 0 0
J P MORGAN EXCHANGE-TRADED F US MOMENTUM 46641Q779 25,102 1,007,927 SH   DFND 3 983,965 0 23,962
JOHNSON & JOHNSON COM 478160104 2,002 15,362 SH   DFND 3 13,741 0 1,621
JOHNSON CTLS INTL PLC SHS G51502105 215 7,946 SH   DFND 3 7,946 0 0
JPMORGAN CHASE & CO COM 46625H100 1,224 13,607 SH   DFND 3 11,978 0 1,629
KIMBERLY CLARK CORP COM 494368103 407 3,236 SH   DFND 3 3,123 0 113
L3HARRIS TECHNOLOGIES INC COM 502431109 336 1,874 SH   DFND 3 312 0 1,562
LA Z BOY INC COM 505336107 298 14,499 SH   DFND 3 14,499 0 0
LAKELAND BANCORP INC COM 511637100 189 17,318 SH   DFND 3 17,318 0 0
LANDMARK INFRASTRUCTURE LP COM UNIT LTD 51508J108 248 23,463 SH   DFND 3 23,463 0 0
LILLY ELI & CO COM 532457108 9,822 70,814 SH   DFND 3 50,496 0 20,318
LOCKHEED MARTIN CORP COM 539830109 876 2,626 SH   DFND 3 2,073 0 553
LOWES COS INC COM 548661107 427 4,954 SH   DFND 3 4,934 0 20
MARSH & MCLENNAN COS INC COM 571748102 1,260 14,564 SH   DFND 3 14,553 0 11
MASTERCARD INC CL A 57636Q104 244 1,011 SH   DFND 3 365 0 646
MCDONALDS CORP COM 580135101 525 3,168 SH   DFND 3 2,883 0 285
MEDTRONIC PLC SHS G5960L103 549 6,103 SH   DFND 3 2,868 0 3,235
MERCK & CO. INC COM 58933Y105 922 12,022 SH   DFND 3 9,218 0 2,804
MICROSOFT CORP COM 594918104 4,460 28,468 SH   DFND 3 24,196 0 4,272
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 80 10,500 SH   DFND 3 10,500 0 0
MONDELEZ INTL INC CL A 609207105 1,510 30,163 SH   DFND 3 30,128 0 35
MORGAN STANLEY COM NEW 617446448 261 7,664 SH   DFND 3 536 0 7,128
MOTOROLA SOLUTIONS INC COM NEW 620076307 308 2,314 SH   DFND 3 223 0 2,091
NEWMONT CORP COM 651639106 283 6,248 SH   DFND 3 1,032 0 5,216
NEXTERA ENERGY INC COM 65339F101 1,506 6,299 SH   DFND 3 5,408 0 891
NORFOLK SOUTHERN CORP COM 655844108 773 5,294 SH   DFND 3 5,136 0 158
NORTHROP GRUMMAN CORP COM 666807102 268 896 SH   DFND 3 823 0 73
NUVEEN AMT FREE MUN CR INC F COM 67071L106 1,102 77,060 SH   DFND 3 77,060 0 0
NUVEEN CALIFORNIA AMT QLT MU COM 670651108 184 12,997 SH   DFND 3 12,997 0 0
NUVEEN FLOATING RATE INCOME COM 67072T108 604 79,667 SH   DFND 3 77,349 0 2,318
ORACLE CORP COM 68389X105 656 13,938 SH   DFND 3 7,529 0 6,409
ORTHOPEDIATRICS CORP COM 68752L100 709 17,894 SH   DFND 3 17,894 0 0
PAYPAL HLDGS INC COM 70450Y103 250 2,609 SH   DFND 3 1,995 0 614
PEPSICO INC COM 713448108 2,149 18,052 SH   DFND 3 16,553 0 1,499
PFIZER INC COM 717081103 2,019 64,892 SH   DFND 3 57,950 0 6,942
PHILIP MORRIS INTL INC COM 718172109 682 9,343 SH   DFND 3 9,302 0 41
PIMCO HIGH INCOME FD COM SHS 722014107 447 89,253 SH   DFND 3 89,253 0 0
PROCTER & GAMBLE CO COM 742718109 4,909 45,029 SH   DFND 3 20,357 0 24,672
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 355 7,942 SH   DFND 3 7,942 0 0
QUALCOMM INC COM 747525103 479 7,117 SH   DFND 3 7,091 0 26
RAYTHEON CO COM NEW 755111507 306 2,327 SH   DFND 3 593 0 1,734
REGIONS FINANCIAL CORP NEW COM 7591EP100 96 10,648 SH   DFND 3 10,648 0 0
RENASANT CORP COM 75970E107 648 29,691 SH   DFND 3 29,691 0 0
ROLLINS INC COM 775711104 332 9,179 SH   DFND 3 776 0 8,403
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 203 3,323 SH   DFND 3 3,323 0 0
SENSEONICS HLDGS INC COM 81727U105 8 11,975 SH   DFND 3 11,975 0 0
SOUTH ST CORP COM 840441109 255 4,342 SH   DFND 3 4,342 0 0
SOUTHERN CO COM 842587107 1,037 19,272 SH   DFND 3 19,272 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,828 32,664 SH   DFND 3 32,412 0 252
SPDR S&P 500 ETF TR TR UNIT 78462F103 23,794 95,416 SH   DFND 3 93,779 0 1,637
SPDR SER TR PRTFLO S&P500 GW 78464A409 1,327 39,056 SH   DFND 3 38,990 0 66
SPDR SER TR PRTFLO S&P500 VL 78464A508 1,448 57,036 SH   DFND 3 56,899 0 137
STIFEL FINL CORP COM 860630102 415 11,698 SH   DFND 3 11,698 0 0
STRYKER CORP COM 863667101 684 4,337 SH   DFND 3 4,337 0 0
THERATECHNOLOGIES INC COM 88338H100 49 30,890 SH   DFND 3 0 0 30,890
THERMO FISHER SCIENTIFIC INC COM 883556102 200 704 SH   DFND 3 681 0 23
TRUIST FINL CORP COM 89832Q109 547 17,736 SH   DFND 3 17,471 0 265
UBS AG LONDON BRANCH ETRACS WF BUS DE 90274D416 397 27,939 SH   DFND 3 27,199 0 740
UNION PAC CORP COM 907818108 254 1,812 SH   DFND 3 1,792 0 20
UNITED PARCEL SERVICE INC CL B 911312106 480 5,456 SH   DFND 3 5,439 0 17
UNITED TECHNOLOGIES CORP COM 913017109 336 3,444 SH   DFND 3 3,398 0 46
UNITEDHEALTH GROUP INC COM 91324P102 714 2,861 SH   DFND 3 2,103 0 758
VANECK VECTORS ETF TR MTG REIT INCOME 92189F452 279 16,823 SH   DFND 3 16,573 0 250
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 29,019 353,126 SH   DFND 3 331,358 0 21,768
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 17,371 191,863 SH   DFND 3 179,887 0 11,976
VANGUARD INDEX FDS GROWTH ETF 922908736 11,164 74,639 SH   DFND 3 73,669 0 970
VANGUARD INDEX FDS LARGE CAP ETF 922908637 203 1,715 SH   DFND 3 1,715 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 7,603 108,601 SH   DFND 3 97,869 0 10,731
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 74,145 313,125 SH   DFND 3 284,086 0 29,039
VANGUARD INDEX FDS SMALL CP ETF 922908751 433 3,785 SH   DFND 3 3,769 0 16
VANGUARD INDEX FDS TOTAL STK MKT 922908769 2,837 22,435 SH   DFND 3 22,213 0 222
VANGUARD INDEX FDS VALUE ETF 922908744 16,458 188,919 SH   DFND 3 188,527 0 392
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 5,260 156,758 SH   DFND 3 139,285 0 17,473
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 228,007 5,268,378 SH   DFND 3 4,942,045 0 326,333
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 4,718 85,534 SH   DFND 3 78,219 0 7,315
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 305,879 4,335,681 SH   DFND 3 4,093,237 0 242,443
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 88,548 1,016,788 SH   DFND 3 979,731 0 37,057
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 628 6,074 SH   DFND 3 6,074 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 40,218 1,281,569 SH   DFND 3 1,265,766 0 15,803
VANGUARD WHITEHALL FDS HIGH DIV YLD 921946406 211 2,976 SH   DFND 3 2,471 0 505
VERIZON COMMUNICATIONS INC COM 92343V104 1,054 19,869 SH   DFND 3 19,773 0 96
VISA INC COM CL A 92826C839 594 3,685 SH   DFND 3 1,750 0 1,935
WALMART INC COM 931142103 950 8,416 SH   DFND 3 6,855 0 1,561
WASTE MGMT INC DEL COM 94106L109 257 2,755 SH   DFND 3 893 0 1,862
WEC ENERGY GROUP INC COM 92939U106 384 4,335 SH   DFND 3 4,325 0 10
WELLS FARGO CO NEW COM 949746101 759 27,137 SH   DFND 3 16,522 0 10,615
WHITEHORSE FIN INC COM 96524V106 71 10,000 SH   DFND 3 10,000 0 0
YUM BRANDS INC COM 988498101 552 7,844 SH   DFND 3 7,844 0 0
YUM CHINA HLDGS INC COM 98850P109 323 7,642 SH   DFND 3 7,625 0 17
ZOETIS INC CL A 98978V103 1,131 9,477 SH   DFND 3 6,578 0 2,899
FLEXSHARES TR IBOXX 5YR TRGT 33939L605 722 27,970 SH   DFND 4 27,970 0 0
ISHARES INC CORE MSCI EMKT 46434G103 598 14,787 SH   DFND 4 14,787 0 0
ISHARES TR CORE MSCI PAC 46434V696 660 14,231 SH   DFND 4 14,231 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,291 11,191 SH   DFND 4 11,191 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,554 24,832 SH   DFND 4 24,832 0 0
KELLY SVCS INC CL A 488152208 254 20,000 SH   DFND 4 20,000 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 423 4,673 SH   DFND 4 4,673 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 550 12,710 SH   DFND 4 12,710 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 1,251 17,729 SH   DFND 4 17,729 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 953 10,944 SH   DFND 4 10,944 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 220 3,149 SH   DFND 4 3,149 0 0
VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 984 11,979 SH   DFND 4 11,979 0 0
ETF SER SOLUTIONS VIDENT CORE US 26922A602 327 6,769 SH   DFND 4 6,769 0 0
ETF SER SOLUTIONS VIDENT INTL EQ 26922A404 878 51,481 SH   DFND 4 51,481 0 0
ETF SER SOLUTIONS VIDENTCORE EQ FD 26922A503 797 35,464 SH   DFND 4 35,464 0 0